B3 SA - Brasil Bolsa Balcao GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.66% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1110 | 14.19 | |
| 0.0364 | 11.95 | |
| 0.9268 | 332.67 | |
| 0.0383 | 6.67 |
Estimation Period:
Nov 30, 2007 to Feb 13, 2026
Nov 30, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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