M Dias Branco Sa Ind AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.60% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1674 | 16.05 | |
| 0.0479 | 17.19 | |
| 0.9151 | 217.35 | |
| 0.1842 | 1.25 |
Estimation Period:
Oct 23, 2006 to Feb 6, 2026
Oct 23, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other M Dias Branco Sa Ind Analyses
Other AGARCH Analyses on International Equities