Neogrid Participacoes S.A. EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.92% (-2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1404 | 8.53 | |
| 0.2825 | 17.60 | |
| 0.9486 | 147.46 | |
| 0.0221 | 1.93 |
Estimation Period:
Dec 17, 2020 to Jan 30, 2026
Dec 17, 2020 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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