Rumo Sa AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.85% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6257 | 19.64 | |
| 0.1033 | 17.64 | |
| 0.7571 | 84.82 | |
| -0.2200 | -1.80 |
Estimation Period:
Mar 13, 2017 to Feb 6, 2026
Mar 13, 2017 to Feb 6, 2026
News Impact Curve
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