Itausa SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.10% (-2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0807 | 13.74 | |
| 0.2144 | 28.01 | |
| 0.9645 | 301.13 | |
| 0.0129 | 1.51 |
Estimation Period:
Aug 4, 1994 to Feb 6, 2026
Aug 4, 1994 to Feb 6, 2026
News Impact Curve
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