Petroleo Brasileiro SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.98% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1603 | 4.09 | |
| 0.0376 | 7.80 | |
| 0.9361 | 171.41 | |
| 0.0182 | 1.63 |
Estimation Period:
Sep 24, 1992 to Feb 20, 2026
Sep 24, 1992 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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