Ferrum Sa Ceramica Y Metallu EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.67% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1282 | 14.68 | |
| 0.1547 | 21.51 | |
| 0.9607 | 315.90 | |
| 0.0145 | 1.68 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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