SP Downtown Fundo DE Investi AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.37% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 6.03 | |
| 0.1085 | 15.52 | |
| 0.8808 | 142.19 | |
| -0.3021 | -3.23 |
Estimation Period:
Mar 12, 2013 to Feb 6, 2026
Mar 12, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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