Capitania Shoppings Fundo DE GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.84% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 11.51 | |
| 0.2427 | 10.95 | |
| 0.8025 | 88.42 | |
| -0.0904 | -3.55 |
Estimation Period:
Jul 18, 2023 to Feb 6, 2026
Jul 18, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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