Porto Seguro SA MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.89% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1216 | 13.12 | |
| 0.1587 | 37.58 | |
| 0.8068 | 220.38 |
Estimation Period:
Nov 22, 2004 to Feb 13, 2026
Nov 22, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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