Oi SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:819.00% (-18.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0838 | 5.41 | |
| 0.0251 | 7.20 | |
| 0.9462 | 360.19 | |
| 0.0573 | 7.50 |
Estimation Period:
Nov 16, 2001 to Nov 14, 2025
Nov 16, 2001 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts