Neuca Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.56% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8662 | 6.30 | |
| 0.0666 | 3.98 | |
| 0.7104 | 18.82 | |
| 0.0696 | 2.29 |
Estimation Period:
Apr 19, 2021 to Feb 6, 2026
Apr 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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