Jalles Machado S/A GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.57% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4669 | 9.35 | |
| 0.0844 | 6.11 | |
| 0.8305 | 58.53 | |
| -0.0157 | -0.71 |
Estimation Period:
Feb 8, 2021 to Feb 6, 2026
Feb 8, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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