Inversora Juramento Sa GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
42.32%
decreased by 0.65%
1 Week
42.33%
decreased by 0.64%
1 Month
42.36%
decreased by 0.61%
Analysis last updated: Thursday, May 21, 2026 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0455 | 11.42 | |
| 0.0377 | 13.03 | |
| 0.9634 | 622.33 | |
| -0.0145 | -3.42 |
Estimation Period:
May 30, 2011 to May 15, 2026
May 30, 2011 to May 15, 2026
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