Petroleo Brasileiro SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.95% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0619 | 18.54 | |
| 0.1780 | 35.60 | |
| 0.9747 | 877.29 | |
| -0.0547 | -12.90 |
Estimation Period:
Dec 11, 1996 to Feb 6, 2026
Dec 11, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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