Corticeira Amorim Sgps Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.44% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2501 | 22.34 | |
| 0.1284 | 20.20 | |
| 0.7657 | 131.63 | |
| 0.0722 | 5.43 |
Estimation Period:
Jul 18, 1991 to Feb 6, 2026
Jul 18, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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