Petroleo Brasileiro SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.21% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2206 | 18.32 | |
| 0.0510 | 14.27 | |
| 0.8943 | 262.11 | |
| 0.0600 | 6.77 |
Estimation Period:
Aug 10, 2000 to Feb 6, 2026
Aug 10, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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