Falabella Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.83% (+3.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0593 | 18.94 | |
| 0.0631 | 20.66 | |
| 0.8913 | 346.15 | |
| 0.0612 | 7.73 |
Estimation Period:
Sep 1, 1997 to Feb 6, 2026
Sep 1, 1997 to Feb 6, 2026
News Impact Curve
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