Lojas Renner SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.43% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0369 | 16.82 | |
| 0.8682 | 197.68 | |
| 0.0729 | 19.63 | |
| 0.0186 | 3.72 | |
| 0.0173 | 5.70 | |
| 0.9798 | 271.48 |
Estimation Period:
Apr 13, 1999 to Jan 30, 2026
Apr 13, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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