Poltreg S.A. EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.83% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1595 | 11.95 | |
| 0.3400 | 15.90 | |
| 0.4273 | 9.09 | |
| 0.0496 | 2.26 |
Estimation Period:
Nov 23, 2021 to Feb 6, 2026
Nov 23, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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