Saga Falabella SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:43.45% (+11.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 94.5933 | 19.95 | |
| 0.1611 | 192.29 | |
| 0.9990 | 17,224.14 | |
| 2.0001 | 1,000,060.50 |
Estimation Period:
Jan 2, 1995 to Nov 28, 2025
Jan 2, 1995 to Nov 28, 2025
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