MRV Engenharia e Participacoes SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.40% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1377 | 15.91 | |
| 0.0410 | 13.95 | |
| 0.9213 | 367.79 | |
| 0.0492 | 8.08 |
Estimation Period:
Jul 23, 2007 to Feb 6, 2026
Jul 23, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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