BrasilAgro - Co Brasileira de Propriedades Agricolas Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.40% (-3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1892 | 5.18 | |
| 0.1785 | 5.86 | |
| 0.4228 | 5.20 | |
| 2.2583 | 4.59 | |
| -3.0373 | -4.09 | |
| 1.0784 | 2.24 | |
| -0.4918 | -1.22 | |
| 0.6802 | 1.48 | |
| -0.9123 | -1.93 | |
| 0.6122 | 1.51 | |
| -0.7107 | -2.24 | |
| 1.0168 | 3.00 | |
| -0.5667 | -1.01 |
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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