Porto Seguro SA AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.26% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1948 | 17.25 | |
| 0.0921 | 30.05 | |
| 0.8524 | 161.77 | |
| 0.2417 | 6.01 |
Estimation Period:
Nov 22, 2004 to Feb 6, 2026
Nov 22, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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