Rumo Sa EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.61% (+2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1249 | 12.66 | |
| 0.1834 | 13.21 | |
| 0.9234 | 157.50 | |
| -0.0106 | -0.75 |
Estimation Period:
Mar 13, 2017 to Feb 6, 2026
Mar 13, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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