Irb-Brasil Ressegu EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.06% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 8.23 | |
| 0.1385 | 15.60 | |
| 0.9925 | 941.69 | |
| 0.0151 | 1.21 |
Estimation Period:
Jul 31, 2017 to Feb 6, 2026
Jul 31, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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