Lojas Renner SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.48% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1571 | 16.37 | |
| 0.0372 | 13.83 | |
| 0.9086 | 324.28 | |
| 0.0650 | 9.20 |
Estimation Period:
Apr 13, 1999 to Feb 6, 2026
Apr 13, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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