Falabella Sa GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.90% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0667 | 20.41 | |
| 0.0973 | 36.45 | |
| 0.8834 | 309.63 |
Estimation Period:
Sep 1, 1997 to Feb 6, 2026
Sep 1, 1997 to Feb 6, 2026
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