Falabella Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.41% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 17.02 | |
| 0.1819 | 41.53 | |
| 0.9769 | 782.16 | |
| -0.0427 | -10.09 |
Estimation Period:
Sep 1, 1997 to Feb 6, 2026
Sep 1, 1997 to Feb 6, 2026
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