Itau Asset Rural Fiagro - IM AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.83% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0801 | 9.17 | |
| 0.1829 | 11.04 | |
| 0.7278 | 56.19 | |
| -0.3306 | -8.09 |
Estimation Period:
Mar 10, 2022 to Feb 6, 2026
Mar 10, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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