Aurea SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.45% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2064 | 16.49 | |
| 0.0570 | 15.22 | |
| 0.8965 | 297.07 | |
| 0.0530 | 7.59 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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