Rumo Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.63% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0256 | 5.51 | |
| 0.8200 | 66.16 | |
| 0.0701 | 9.58 | |
| 0.5185 | 0.42 | |
| 0.1769 | 0.40 | |
| 0.6989 | 0.95 |
Estimation Period:
Mar 13, 2017 to Feb 6, 2026
Mar 13, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities