Porto Seguro SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.17% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6461 | 8.60 | |
| 0.0805 | 17.08 | |
| 0.9624 | 195.94 | |
| 5.6045 | 4.94 |
Estimation Period:
Nov 22, 2004 to Feb 6, 2026
Nov 22, 2004 to Feb 6, 2026
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