Nexpe Participacoes S A GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:38.52% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.3593 | 4.44 | |
| 0.0797 | 29.63 | |
| 0.9810 | 235.03 | |
| 3.6124 | 13.76 |
Estimation Period:
Oct 31, 2007 to Jan 30, 2026
Oct 31, 2007 to Jan 30, 2026
Other Nexpe Participacoes S A Analyses
Other GAS-GARCH Student T Analyses on International Equities