Itau Unibanco Holding SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.87% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0942 | 3.47 | |
| 0.0296 | 8.74 | |
| 0.9470 | 120.34 | |
| 0.0139 | 1.05 |
Estimation Period:
Dec 17, 1992 to Feb 6, 2026
Dec 17, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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