Agrometal Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:56.55% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2503 | 21.38 | |
| 0.0717 | 19.61 | |
| 0.9042 | 238.52 | |
| 0.0065 | 0.82 |
Estimation Period:
Nov 26, 1996 to Feb 6, 2026
Nov 26, 1996 to Feb 6, 2026
News Impact Curve
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