M Dias Branco Sa Ind EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.19% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 9.98 | |
| 0.0719 | 11.34 | |
| 0.9886 | 958.91 | |
| -0.0230 | -5.74 |
Estimation Period:
Oct 23, 2006 to Feb 6, 2026
Oct 23, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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