Stoneco Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.85% (+3.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0847 | 2.94 | |
| 0.0358 | 8.39 | |
| 0.9474 | 175.12 | |
| 0.0324 | 3.22 |
Estimation Period:
Jan 31, 2019 to Feb 13, 2026
Jan 31, 2019 to Feb 13, 2026
News Impact Curve
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