Direcional Engenharia Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.28% (+6.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0626 | 13.64 | |
| 0.8494 | 107.44 | |
| 0.0765 | 13.51 | |
| 7.3263 | 0.58 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 20, 2009 to Feb 6, 2026
Nov 20, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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