Habitat II - Fundo DE Invest GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.58% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3970 | 20.63 | |
| 0.4554 | 11.88 | |
| 0.2580 | 10.00 | |
| -0.1543 | -2.22 |
Estimation Period:
May 5, 2020 to Feb 6, 2026
May 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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