Grazziotin Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.09% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2635 | 12.45 | |
| 0.0755 | 12.42 | |
| 0.8707 | 130.79 | |
| 0.0093 | 0.94 |
Estimation Period:
Jun 22, 2005 to Feb 6, 2026
Jun 22, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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