Itau Unibanco Holding SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.95% (+2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1279 | 13.64 | |
| 0.0213 | 10.49 | |
| 0.9260 | 401.41 | |
| 0.0708 | 11.28 |
Estimation Period:
Jul 2, 2001 to Feb 6, 2026
Jul 2, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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