Allpark Empreendimentos GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:52.02% (+14.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7345 | 10.25 | |
| 0.2694 | 7.95 | |
| 0.7343 | 44.04 | |
| -0.0523 | -1.39 |
Estimation Period:
May 15, 2020 to Feb 6, 2026
May 15, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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