Fundo DE Invest IMO Athena I GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.02% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 3.23 | |
| 0.0447 | 4.35 | |
| 0.9253 | 98.18 | |
| 0.0600 | 1.60 |
Estimation Period:
Jun 4, 2020 to Feb 6, 2026
Jun 4, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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