Saga Falabella SA EGARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:159.71% (+39.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9741 | 6.88 | |
| 0.4436 | 15.56 | |
| 0.7680 | 22.10 | |
| 0.0216 | 0.84 |
Estimation Period:
Jan 2, 1995 to Nov 28, 2025
Jan 2, 1995 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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