Nu Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.92% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0663 | 3.60 | |
| 0.0000 | 0.00 | |
| 0.9744 | 340.23 | |
| 0.0348 | 6.31 |
Estimation Period:
Dec 10, 2021 to Feb 6, 2026
Dec 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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