Metrovacesa Sa AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.04% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4734 | 13.77 | |
| 0.2192 | 14.86 | |
| 0.6830 | 42.11 | |
| -0.1752 | -1.90 |
Estimation Period:
Feb 6, 2018 to Feb 6, 2026
Feb 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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