Falabella Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.75% (-25.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0000 | 10.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Sep 1, 1997 to Feb 6, 2026
Sep 1, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities