Passus S.A. GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:72.61% (+1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5035 | 5.94 | |
| 0.0644 | 9.97 | |
| 0.9165 | 99.26 |
Estimation Period:
Jul 30, 2018 to Feb 6, 2026
Jul 30, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities