Neuca Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.97% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2048 | 19.11 | |
| 0.0722 | 14.79 | |
| 0.8299 | 163.75 | |
| 0.0986 | 7.88 |
Estimation Period:
Nov 25, 2004 to Feb 6, 2026
Nov 25, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities