Hedge Brasil Shopping Fundo EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.83% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 7.59 | |
| 0.3355 | 28.60 | |
| 0.8625 | 112.13 | |
| 0.0068 | 0.62 |
Estimation Period:
Oct 12, 2011 to Feb 6, 2026
Oct 12, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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