Coinvalores Dtvm Ltda GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.85% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0779 | 15.90 | |
| 0.1037 | 10.80 | |
| 0.8868 | 191.29 | |
| -0.0295 | -2.01 |
Estimation Period:
Jan 26, 2007 to Feb 13, 2026
Jan 26, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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