Nu Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.01% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0626 | 5.63 | |
| 0.0173 | 6.15 | |
| 0.9704 | 374.69 | |
| 0.0121 | 2.24 |
Estimation Period:
Dec 13, 2021 to Feb 6, 2026
Dec 13, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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