Saga Falabella SA AGARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:89.84% (-21.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 13.37 | |
| 0.3772 | 14.21 | |
| 0.3124 | 32.37 | |
| 0.0340 | 0.10 |
Estimation Period:
Jan 2, 1995 to Nov 28, 2025
Jan 2, 1995 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other Saga Falabella SA Analyses
Other AGARCH Analyses on International Equities