Sao Martinho Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.79% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 8.15 | |
| 0.1364 | 22.43 | |
| 0.9816 | 624.04 | |
| -0.0373 | -6.38 |
Estimation Period:
Feb 12, 2007 to Feb 13, 2026
Feb 12, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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