Vulcabras SA GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.22% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4780 | 15.96 | |
| 0.1043 | 20.66 | |
| 0.8664 | 180.65 |
Estimation Period:
Mar 29, 2005 to Feb 6, 2026
Mar 29, 2005 to Feb 6, 2026
News Impact Curve
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