Cambuci Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.22% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2688 | 1.92 | |
| 0.0085 | 1.44 | |
| 0.9420 | 59.60 | |
| 0.0215 | 1.10 |
Estimation Period:
Dec 23, 2019 to Feb 6, 2026
Dec 23, 2019 to Feb 6, 2026
News Impact Curve
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