Ourinvest JPP Fundo Investim GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.55% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1214 | 12.97 | |
| 0.1648 | 13.06 | |
| 0.7571 | 59.68 | |
| -0.0423 | -2.13 |
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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