Irb-Brasil Ressegu GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.69% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0914 | 6.32 | |
| 0.0964 | 12.66 | |
| 0.9279 | 189.80 | |
| -0.0486 | -4.65 |
Estimation Period:
Jul 31, 2017 to Feb 6, 2026
Jul 31, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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