Grazziotin Sa GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.09% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2676 | 12.55 | |
| 0.0815 | 19.17 | |
| 0.8686 | 128.50 |
Estimation Period:
Jun 22, 2005 to Feb 6, 2026
Jun 22, 2005 to Feb 6, 2026
News Impact Curve
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