Quercus Tfi Sa EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.72% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 9.78 | |
| 0.1014 | 24.82 | |
| 0.9924 | 835.33 | |
| -0.0141 | -3.07 |
Estimation Period:
Sep 11, 2008 to Feb 6, 2026
Sep 11, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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