PBG SA/ Brazil EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.78% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0493 | 13.46 | |
| 0.1344 | 22.19 | |
| 0.9858 | 800.19 | |
| -0.0082 | -1.74 |
Estimation Period:
May 17, 2001 to Feb 6, 2026
May 17, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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