Petroleo Brasileiro SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.73% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0865 | 0.66 | |
| 0.0800 | 0.94 | |
| 0.9665 | 18.19 | |
| 0.0138 | 0.19 |
Estimation Period:
Sep 24, 1992 to Feb 6, 2026
Sep 24, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Petroleo Brasileiro SA Analyses
Other EGARCH Analyses on International Equities