Sao Martinho Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.19% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0446 | 12.45 | |
| 0.9198 | 255.86 | |
| 0.0379 | 9.80 | |
| 6.3464 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 12, 2007 to Feb 6, 2026
Feb 12, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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