Metrovacesa Sa GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.12% (-2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4449 | 12.01 | |
| 0.2093 | 15.04 | |
| 0.7008 | 42.74 |
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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