Fleury Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.65% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1689 | 12.45 | |
| 0.0232 | 10.32 | |
| 0.9088 | 183.67 | |
| 0.0479 | 6.22 |
Estimation Period:
Dec 17, 2009 to Feb 6, 2026
Dec 17, 2009 to Feb 6, 2026
News Impact Curve
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