Lojas Renner SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.79% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2719 | 12.14 | |
| 0.0842 | 6.48 | |
| 0.8580 | 48.92 | |
| 0.0073 | 5.85 |
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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