M Dias Branco Sa Ind GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.07% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0869 | 15.21 | |
| 0.0148 | 6.65 | |
| 0.9499 | 369.04 | |
| 0.0334 | 6.78 |
Estimation Period:
Oct 23, 2006 to Feb 13, 2026
Oct 23, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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