BRF SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 6.79 | |
| 0.0072 | 6.30 | |
| 0.9696 | 723.57 | |
| 0.0427 | 15.15 |
Estimation Period:
Jul 5, 1994 to Sep 19, 2025
Jul 5, 1994 to Sep 19, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities