Automob Participacoes S A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.30% (+7.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1275 | 12.55 | |
| 0.2028 | 7.83 | |
| 0.5364 | 21.63 | |
| 0.1471 | 2.00 |
Estimation Period:
Dec 16, 2024 to Feb 13, 2026
Dec 16, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Automob Participacoes S A Analyses
Other GJR-GARCH Analyses on International Equities