Petroleo Brasileiro SA AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.01% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1951 | 17.75 | |
| 0.0965 | 29.55 | |
| 0.8791 | 283.59 | |
| 0.9056 | 17.48 |
Estimation Period:
Dec 11, 1996 to Feb 13, 2026
Dec 11, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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