Inversora Juramento Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
41.67%
decreased by 0.43%
1 Week
44.31%
increased by 2.21%
1 Month
48.61%
increased by 6.51%
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 | |
|---|---|---|
| 0.3698 | 5.06 | |
| 0.0921 | 5.24 | |
| 0.7666 | 15.81 | |
| -0.0228 | -0.11 | |
| -0.1013 | -0.34 | |
| -0.0397 | -0.19 | |
| 0.5021 | 2.37 | |
| -0.7155 | -3.14 | |
| 0.8356 | 3.65 | |
| -0.8297 | -3.68 | |
| 0.4747 | 2.77 |
Estimation Period:
May 30, 2011 to May 15, 2026
May 30, 2011 to May 15, 2026
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