Lojas Renner SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.79% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0368 | 16.80 | |
| 0.8684 | 197.86 | |
| 0.0729 | 19.64 | |
| 0.0186 | 3.72 | |
| 0.0173 | 5.70 | |
| 0.9798 | 271.56 |
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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