Itau Unibanco Holding SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.38% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0835 | 5.07 | |
| 0.0400 | 9.49 | |
| 0.9417 | 251.06 | |
| -0.0004 | -0.04 |
Estimation Period:
Apr 23, 1993 to Feb 6, 2026
Apr 23, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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