Vulcabras SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.90% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.1306 | 10.81 | |
| 0.8102 | 121.20 | |
| -0.0375 | -2.30 | |
| 0.0237 | 2.13 | |
| 0.0195 | 4.10 | |
| 0.9787 | 182.94 |
Estimation Period:
Mar 29, 2005 to Feb 6, 2026
Mar 29, 2005 to Feb 6, 2026
News Impact Curve
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