Fibra Nova MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.06% (-5.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.3551 | 5.26 | |
| 0.4309 | 8.67 | |
| -0.1453 | -1.52 | |
| 0.0377 | 0.16 | |
| 0.4092 | 0.20 | |
| 0.5908 | 0.29 |
Estimation Period:
Jul 25, 2018 to Feb 6, 2026
Jul 25, 2018 to Feb 6, 2026
News Impact Curve
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