Joao Fortes Engenharia Sa AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:64.96% (-7.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2299 | 13.41 | |
| 0.2797 | 22.57 | |
| 0.7327 | 82.64 | |
| -0.6782 | -5.03 |
Estimation Period:
May 22, 2001 to Feb 6, 2026
May 22, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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