SP Downtown Fundo DE Investi EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.30% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0581 | 11.73 | |
| 0.2708 | 18.66 | |
| 0.9567 | 264.72 | |
| 0.0351 | 2.88 |
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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