Brasilagro Cia Bras De Prop GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.37% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0693 | 10.63 | |
| 0.0989 | 13.92 | |
| 0.9154 | 278.91 | |
| -0.0505 | -6.19 |
Estimation Period:
May 9, 2006 to Feb 6, 2026
May 9, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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