Alpargatas Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.66% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1605 | 15.87 | |
| 0.0527 | 15.84 | |
| 0.9293 | 397.13 | |
| 0.0205 | 2.60 |
Estimation Period:
Aug 1, 1994 to Feb 6, 2026
Aug 1, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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