Marisa Lojas Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.73% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0912 | 14.08 | |
| 0.0357 | 15.84 | |
| 0.9344 | 481.92 | |
| 0.0465 | 7.56 |
Estimation Period:
Oct 22, 2007 to Feb 13, 2026
Oct 22, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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