Azevedo E Travassos Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:84.14% (-2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1460 | 4.97 | |
| 0.0866 | 8.63 | |
| 0.9361 | 133.31 | |
| -0.0454 | -3.96 |
Estimation Period:
May 23, 2011 to Feb 13, 2026
May 23, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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