Azul SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3665 | 7.11 | |
| 0.0501 | 7.50 | |
| 0.9011 | 227.85 | |
| 0.0810 | 5.88 |
Estimation Period:
Apr 11, 2017 to Dec 19, 2025
Apr 11, 2017 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts