Ferrum Sa Ceramica Y Metallu GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.05% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3878 | 13.72 | |
| 0.0920 | 12.42 | |
| 0.8949 | 192.71 | |
| -0.0263 | -2.63 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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