Magazine Luiza Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:73.56% (+12.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8829 | 14.95 | |
| 0.1631 | 10.80 | |
| 0.8135 | 87.77 | |
| -0.0182 | -1.11 |
Estimation Period:
May 2, 2011 to Feb 6, 2026
May 2, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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