Semapa-Soc De Invest Gestao EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.59% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0498 | 9.55 | |
| 0.2090 | 15.61 | |
| 0.9646 | 246.07 | |
| 0.0064 | 0.49 |
Estimation Period:
Mar 1, 2011 to Feb 6, 2026
Mar 1, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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