Falabella Sa AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.57% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0593 | 17.53 | |
| 0.0984 | 40.18 | |
| 0.8807 | 335.62 | |
| 0.3689 | 14.21 |
Estimation Period:
Sep 1, 1997 to Feb 6, 2026
Sep 1, 1997 to Feb 6, 2026
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