Imobiliario Mercantil DO BRA AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.86% (-5.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2352 | 14.36 | |
| 0.2331 | 25.88 | |
| 0.7376 | 112.54 | |
| 0.0744 | 0.93 |
Estimation Period:
Oct 12, 2011 to Feb 6, 2026
Oct 12, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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