Lojas Renner SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.13% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 11.02 | |
| 0.1186 | 20.11 | |
| 0.9820 | 802.27 | |
| -0.0446 | -13.19 |
Estimation Period:
Apr 13, 1999 to Feb 6, 2026
Apr 13, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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