Diagnosticos da America SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:61.48% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1180 | 7.20 | |
| 0.0528 | 11.67 | |
| 0.9286 | 200.29 | |
| 0.0206 | 2.98 |
Estimation Period:
Nov 19, 2004 to Feb 13, 2026
Nov 19, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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