Neogrid Participacoes S.A. AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.70% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0407 | 20.03 | |
| 0.1912 | 24.52 | |
| 0.7302 | 95.51 | |
| 0.0139 | 0.10 |
Estimation Period:
Dec 17, 2020 to Feb 6, 2026
Dec 17, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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