Melnick Even Desenvolvimento GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.91% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0381 | 13.84 | |
| 0.2340 | 10.11 | |
| 0.6974 | 37.93 | |
| -0.1764 | -6.76 |
Estimation Period:
Sep 28, 2020 to Feb 6, 2026
Sep 28, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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