Inversora Juramento Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:77.30% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 10.79 | |
| 0.0351 | 12.76 | |
| 0.9674 | 705.13 | |
| -0.0150 | -3.71 |
Estimation Period:
May 30, 2011 to Feb 13, 2026
May 30, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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