Vulcabras SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.72% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2313 | 12.05 | |
| 0.2039 | 18.66 | |
| 0.9230 | 124.23 | |
| -0.0248 | -1.77 |
Estimation Period:
Mar 29, 2005 to Feb 6, 2026
Mar 29, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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