C&A Modas S A GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:55.72% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6750 | 10.69 | |
| 0.0644 | 8.85 | |
| 0.8739 | 119.32 | |
| 0.0465 | 3.08 |
Estimation Period:
Oct 28, 2019 to Feb 6, 2026
Oct 28, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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