Saga Falabella SA GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:139.49% (+27.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.11 | |
| 0.1772 | 11.18 | |
| 0.7010 | 47.88 |
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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