BrasilAgro - Co Brasileira de Propriedades Agricolas GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.09% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1948 | 15.27 | |
| 0.1022 | 13.08 | |
| 0.8802 | 206.13 | |
| -0.0082 | -0.65 |
Estimation Period:
Jan 31, 2011 to Feb 6, 2026
Jan 31, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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