Hedge TOP Fofii 3 Fundo GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.06% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0959 | 14.56 | |
| 0.2721 | 12.08 | |
| 0.6629 | 46.74 | |
| -0.1235 | -3.98 |
Estimation Period:
Mar 2, 2018 to Feb 6, 2026
Mar 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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