Parque DOM Pedro Shopping GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.59% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3710 | 15.32 | |
| 0.1461 | 19.23 | |
| 0.6685 | 52.18 |
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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