Inversora Juramento Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:71.49% (-6.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3703 | 5.07 | |
| 0.0931 | 5.18 | |
| 0.7634 | 15.38 | |
| -0.0225 | -0.11 | |
| -0.0956 | -0.31 | |
| -0.0656 | -0.30 | |
| 0.5383 | 2.44 | |
| -0.7385 | -3.12 | |
| 0.8282 | 3.56 | |
| -0.7641 | -3.42 | |
| 0.3865 | 2.38 |
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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