Dexxos Participacoes Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.31% (+2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7635 | 20.93 | |
| 0.1763 | 18.47 | |
| 0.8342 | 138.00 | |
| -0.0510 | -2.57 |
Estimation Period:
Jul 7, 2003 to Feb 6, 2026
Jul 7, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dexxos Participacoes Sa Analyses
Other GJR-GARCH Analyses on International Equities