Itausa SA GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.88% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0463 | 10.49 | |
| 0.0742 | 29.10 | |
| 0.9223 | 346.61 |
Estimation Period:
Aug 4, 1994 to Feb 6, 2026
Aug 4, 1994 to Feb 6, 2026
News Impact Curve
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