Parque DOM Pedro Shopping EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.25% (+2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1686 | 14.64 | |
| 0.3261 | 30.25 | |
| 0.7953 | 60.59 | |
| 0.0228 | 1.87 |
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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