Moura Dubeux Engenharia Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.10% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5568 | 10.69 | |
| 0.0515 | 6.64 | |
| 0.8526 | 98.99 | |
| 0.0865 | 4.48 |
Estimation Period:
Feb 13, 2020 to Feb 6, 2026
Feb 13, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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