Clave Indices DE Precos Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.30% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0128 | 5.77 | |
| 0.0614 | 3.95 | |
| 0.9138 | 139.83 | |
| 0.0135 | 0.49 |
Estimation Period:
Nov 6, 2023 to Feb 6, 2026
Nov 6, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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