Arandu Investimentos SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:74.17% (-4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1315 | 7.91 | |
| 0.0780 | 9.16 | |
| 0.8913 | 160.67 | |
| 0.0615 | 2.57 |
Estimation Period:
May 17, 2021 to Feb 13, 2026
May 17, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Arandu Investimentos SA Analyses
Other GJR-GARCH Analyses on International Equities