Inversora Juramento Sa GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
48.89%
increased by 0.89%
1 Week
48.82%
increased by 0.82%
1 Month
48.57%
increased by 0.57%
Analysis last updated: Friday, June 12, 2026 at 06:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 11.29 | |
| 0.0365 | 12.99 | |
| 0.9650 | 666.41 | |
| -0.0147 | -3.58 |
Estimation Period:
May 30, 2011 to Jun 5, 2026
May 30, 2011 to Jun 5, 2026
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