Marcopolo Sa GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.38% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2143 | 17.32 | |
| 0.0747 | 26.50 | |
| 0.8934 | 255.56 |
Estimation Period:
Apr 18, 1996 to Feb 13, 2026
Apr 18, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities