Sendas Distribuidora S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.35% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4730 | 8.50 | |
| 0.0671 | 6.82 | |
| 0.7374 | 28.79 | |
| 0.0768 | 2.98 |
Estimation Period:
Mar 8, 2021 to Feb 13, 2026
Mar 8, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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