V-Lab: Bradespar SA GJR-GARCH Volatility Analysis

V-Lab

Bradespar SA GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, September 25th, 2025:20.12% (-0.14%)

Analysis last updated: Thursday, September 25, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0561	15.12
$α$	0.0431	22.59
$β$	0.9469	501.54
$γ$	0.0069	1.90

Estimation Period:
Aug 10, 2000 to Sep 19, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts