Joao Fortes Engenharia Sa GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:68.27% (-7.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2300 | 13.34 | |
| 0.2434 | 21.26 | |
| 0.7566 | 86.25 |
Estimation Period:
May 22, 2001 to Feb 6, 2026
May 22, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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