Fibra Nova GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.36% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 6.13 | |
| 0.0418 | 4.90 | |
| 0.9680 | 460.54 | |
| -0.0197 | -1.33 |
Estimation Period:
Jul 25, 2018 to Feb 6, 2026
Jul 25, 2018 to Feb 6, 2026
News Impact Curve
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