Capitania Agro Strategies - GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.88% (-3.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4779 | 37.41 | |
| 0.2075 | 7.81 | |
| 0.0000 | 0.00 | |
| 0.5358 | 4.34 |
Estimation Period:
Jun 22, 2022 to Feb 6, 2026
Jun 22, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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