Americanas S A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.82% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7801 | 21.82 | |
| 0.1173 | 11.93 | |
| 0.8253 | 130.21 | |
| 0.0302 | 2.10 |
Estimation Period:
May 9, 2005 to Feb 13, 2026
May 9, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Americanas S A Analyses
Other GJR-GARCH Analyses on International Equities