Nexpe Participacoes S A GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:42.86% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1683 | 15.75 | |
| 0.0722 | 11.67 | |
| 0.9169 | 260.94 | |
| 0.0027 | 0.27 |
Estimation Period:
Oct 31, 2007 to Jan 30, 2026
Oct 31, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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