FII BTG Pactual Agro Logisti GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.62% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1124 | 13.62 | |
| 0.1727 | 10.48 | |
| 0.7411 | 56.97 | |
| -0.0042 | -0.15 |
Estimation Period:
Feb 4, 2021 to Feb 6, 2026
Feb 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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