BrasilAgro - Co Brasileira de Propriedades Agricolas Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.61% (-3.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1410 | 5.15 | |
| 0.1779 | 5.83 | |
| 0.4260 | 5.25 | |
| 2.1971 | 4.46 | |
| -2.9390 | -3.93 | |
| 1.0141 | 2.08 | |
| -0.4447 | -1.10 | |
| 0.6450 | 1.41 | |
| -0.8863 | -1.88 | |
| 0.5938 | 1.47 | |
| -0.6963 | -2.28 | |
| 1.0002 | 3.69 | |
| -0.5315 | -2.65 |
Estimation Period:
Jan 31, 2011 to Feb 6, 2026
Jan 31, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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