Supernova Fundo DE Investime GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.97% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 12.31 | |
| 0.1746 | 10.41 | |
| 0.8153 | 120.20 | |
| -0.0331 | -1.21 |
Estimation Period:
May 6, 2020 to Feb 6, 2026
May 6, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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