Ence Energia & Celulosa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.27% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0446 | 11.28 | |
| 0.0121 | 8.83 | |
| 0.9606 | 520.91 | |
| 0.0427 | 10.86 |
Estimation Period:
Oct 8, 2001 to Feb 6, 2026
Oct 8, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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