Itausa SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.97% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1038 | 23.14 | |
| 0.7901 | 111.36 | |
| 0.0255 | 3.88 | |
| 0.6093 | 0.74 | |
| 0.8985 | 0.65 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 4, 1994 to Feb 6, 2026
Aug 4, 1994 to Feb 6, 2026
News Impact Curve
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