Diagnosticos da America SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:74.75% (-2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1159 | 7.13 | |
| 0.0525 | 11.68 | |
| 0.9293 | 202.10 | |
| 0.0204 | 2.97 |
Estimation Period:
Nov 19, 2004 to Feb 6, 2026
Nov 19, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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