Mitre Realty Empreendimentos EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.43% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0510 | 9.49 | |
| 0.1095 | 13.36 | |
| 0.9797 | 447.76 | |
| -0.0139 | -2.18 |
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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