Petroleo Brasileiro SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.06% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0514 | 13.96 | |
| 0.1554 | 26.06 | |
| 0.9782 | 775.70 | |
| -0.0484 | -9.62 |
Estimation Period:
Aug 10, 2000 to Feb 6, 2026
Aug 10, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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