Ipopema Securities SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.07% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5822 | 19.74 | |
| 0.1414 | 11.33 | |
| 0.6923 | 56.49 | |
| -0.0024 | -0.12 |
Estimation Period:
May 26, 2009 to Feb 6, 2026
May 26, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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