Sequoia Logistica E Transpor MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
92.73%
decreased by 9.41%
1 Week
97.15%
decreased by 4.99%
1 Month
103.38%
increased by 1.24%
Analysis last updated: Thursday, May 21, 2026 at 09:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1608 | 5.57 | |
| 0.6600 | 28.38 | |
| 0.0708 | 2.52 | |
| 1.1955 | 0.63 | |
| 0.0117 | 0.62 | |
| 0.9596 | 14.74 |
Estimation Period:
Oct 7, 2020 to May 15, 2026
Oct 7, 2020 to May 15, 2026
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