Direcional Engenharia Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.96% (+5.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3410 | 15.54 | |
| 0.0606 | 10.61 | |
| 0.8549 | 133.31 | |
| 0.0721 | 7.60 |
Estimation Period:
Nov 20, 2009 to Feb 6, 2026
Nov 20, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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