Iguatemi S A GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.36% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2549 | 8.86 | |
| 0.0308 | 8.08 | |
| 0.8995 | 106.94 | |
| 0.0530 | 5.60 |
Estimation Period:
Jan 28, 2005 to Feb 6, 2026
Jan 28, 2005 to Feb 6, 2026
News Impact Curve
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