Petroleo Brasileiro SA GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.03% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2066 | 20.10 | |
| 0.0842 | 21.61 | |
| 0.8934 | 226.47 |
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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