Imobiliario Mercantil DO BRA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.13% (-6.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1501 | 17.87 | |
| 0.3629 | 38.01 | |
| 0.9088 | 172.03 | |
| -0.0040 | -0.34 |
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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