Neogrid Participacoes S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.20% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4726 | 9.39 | |
| 0.1481 | 9.80 | |
| 0.8352 | 80.37 | |
| -0.0327 | -1.64 |
Estimation Period:
Dec 17, 2020 to Jan 30, 2026
Dec 17, 2020 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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