Mitre Realty Empreendimentos AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.64% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0092 | 25.40 | |
| 0.1395 | 19.51 | |
| 0.6682 | 78.25 | |
| -0.0244 | -0.21 |
Estimation Period:
Feb 5, 2020 to Jan 30, 2026
Feb 5, 2020 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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