Itausa SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.32% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0463 | 10.22 | |
| 0.0738 | 14.99 | |
| 0.9223 | 342.73 | |
| 0.0009 | 0.10 |
Estimation Period:
Aug 4, 1994 to Feb 6, 2026
Aug 4, 1994 to Feb 6, 2026
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