Concentradora Fibra Danhos GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.79% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1400 | 18.08 | |
| 0.1217 | 13.08 | |
| 0.8064 | 129.17 | |
| 0.0260 | 1.44 |
Estimation Period:
Oct 9, 2013 to Feb 6, 2026
Oct 9, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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