Parque DOM Pedro Shopping AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.34% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3827 | 16.00 | |
| 0.1574 | 19.52 | |
| 0.6453 | 51.12 | |
| -0.2771 | -3.55 |
Estimation Period:
Oct 12, 2011 to Feb 6, 2026
Oct 12, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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