TIM S.A. AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.35% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3204 | 28.97 | |
| 0.1218 | 43.43 | |
| 0.8453 | 382.51 | |
| 0.3630 | 5.83 |
Estimation Period:
Nov 16, 1998 to Feb 6, 2026
Nov 16, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Depositary Receipts