Helio SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.85% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3457 | 20.19 | |
| 0.1564 | 13.51 | |
| 0.5984 | 40.46 | |
| -0.0162 | -0.77 |
Estimation Period:
May 14, 2007 to Feb 6, 2026
May 14, 2007 to Feb 6, 2026
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