Cia Siderurgica Nacional SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:61.60% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1385 | 10.15 | |
| 0.0374 | 10.36 | |
| 0.9370 | 285.93 | |
| 0.0286 | 4.52 |
Estimation Period:
Aug 2, 1993 to Feb 13, 2026
Aug 2, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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