Nu Holdings Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
47.74%
decreased by 0.42%
1 Week
47.68%
decreased by 0.48%
1 Month
47.49%
decreased by 0.67%
Analysis last updated: Saturday, June 13, 2026 at 12:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0660 | 3.67 | |
| 0.0000 | 0.00 | |
| 0.9752 | 373.07 | |
| 0.0328 | 6.18 |
Estimation Period:
Dec 10, 2021 to Jun 12, 2026
Dec 10, 2021 to Jun 12, 2026
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