Ourinvest JPP Fundo Investim EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.05% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 11.00 | |
| 0.2395 | 18.21 | |
| 0.9037 | 75.19 | |
| 0.0157 | 1.59 |
Estimation Period:
Jun 1, 2017 to Feb 6, 2026
Jun 1, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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