Caixa Seguridade Participaco GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.64% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 1.02 | |
| 0.0417 | 8.32 | |
| 0.9750 | 506.51 | |
| -0.0417 | -6.39 |
Estimation Period:
Apr 29, 2021 to Feb 6, 2026
Apr 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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