Cia Siderurgica Nacional SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.67% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1380 | 10.13 | |
| 0.0371 | 10.32 | |
| 0.9373 | 286.62 | |
| 0.0286 | 4.52 |
Estimation Period:
Aug 2, 1993 to Feb 6, 2026
Aug 2, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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