Vinci Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.46% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0796 | 7.68 | |
| 0.0000 | 0.00 | |
| 0.9078 | 203.55 | |
| 0.1141 | 10.24 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
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