Horizons Betapro CAP Ener BU EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.61% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 8.46 | |
| 0.1325 | 25.27 | |
| 0.9885 | 1,012.76 | |
| -0.0592 | -12.18 |
Estimation Period:
Jun 19, 2007 to Feb 6, 2026
Jun 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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