Petropoulos Sa GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.73% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1113 | 11.08 | |
| 0.1218 | 33.96 | |
| 0.8542 | 227.01 |
Estimation Period:
Sep 7, 2001 to Feb 6, 2026
Sep 7, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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