BTG Pactual Logistica Fundo GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6.50% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0063 | 7.33 | |
| 0.0641 | 10.88 | |
| 0.9344 | 222.74 | |
| 0.0030 | 0.36 |
Estimation Period:
Aug 12, 2010 to Feb 6, 2026
Aug 12, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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