Irb-Brasil Ressegu MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.57% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1231 | 14.31 | |
| 0.9051 | 147.03 | |
| -0.0637 | -5.63 | |
| 0.2648 | 10.01 | |
| 0.0000 | 0.01 | |
| 0.9963 | 918.29 |
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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