Ferro SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.21% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 25.18 | |
| 0.4912 | 11.58 | |
| 0.0807 | 4.08 | |
| -0.4717 | -10.22 |
Estimation Period:
Apr 1, 2021 to Feb 6, 2026
Apr 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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