Hedge Brasil Shopping Fundo GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.41% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0873 | 18.80 | |
| 0.1527 | 15.04 | |
| 0.7689 | 94.03 | |
| -0.0040 | -0.19 |
Estimation Period:
Oct 12, 2011 to Feb 13, 2026
Oct 12, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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