Romi Sa GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.91% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5155 | 8.73 | |
| 0.0688 | 15.37 | |
| 0.8687 | 88.91 |
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Jan 4, 2000 to Feb 13, 2026
News Impact Curve
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