PBG SA/ Brazil MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.98% (+4.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0947 | 21.56 | |
| 0.7382 | 71.71 | |
| 0.0562 | 6.77 | |
| 0.0425 | 2.26 | |
| 0.0235 | 3.90 | |
| 0.9717 | 127.32 |
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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