Joao Fortes Engenharia Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.68% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2849 | 13.85 | |
| 0.2876 | 16.76 | |
| 0.7476 | 84.59 | |
| -0.0704 | -2.65 |
Estimation Period:
May 22, 2001 to Feb 13, 2026
May 22, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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