Inversora Juramento Sa MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
46.78%
decreased by 0.47%
1 Week
49.57%
increased by 2.32%
1 Month
52.33%
increased by 5.08%
Analysis last updated: Thursday, May 21, 2026 at 05:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0689 | 9.79 | |
| 0.7871 | 46.18 | |
| 0.0287 | 2.42 | |
| 2.1542 | 0.14 | |
| 0.7523 | 0.14 | |
| 0.0000 | 0.00 |
Estimation Period:
May 30, 2011 to May 15, 2026
May 30, 2011 to May 15, 2026
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