Lojas Renner SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.87% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1570 | 16.34 | |
| 0.0371 | 13.81 | |
| 0.9086 | 324.16 | |
| 0.0652 | 9.22 |
Estimation Period:
Apr 13, 1999 to Feb 13, 2026
Apr 13, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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