Metrovacesa Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.49% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1600 | 10.37 | |
| 0.2919 | 22.49 | |
| 0.8968 | 73.43 | |
| 0.0072 | 0.48 |
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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