Porto Seguro SA GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.02% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1940 | 16.76 | |
| 0.0934 | 29.41 | |
| 0.8525 | 156.36 |
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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