CPD S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.48% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.76 | |
| 0.2485 | 2.74 | |
| 0.5425 | 10.71 | |
| -0.0515 | -0.44 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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