Irb-Brasil Ressegu AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.16% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0649 | 3.23 | |
| 0.0874 | 14.31 | |
| 0.9206 | 201.52 | |
| -0.4214 | -2.24 |
Estimation Period:
Jul 31, 2017 to Feb 13, 2026
Jul 31, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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