Petroleo Brasileiro SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.40% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1605 | 4.08 | |
| 0.0376 | 7.81 | |
| 0.9360 | 170.97 | |
| 0.0182 | 1.63 |
Estimation Period:
Sep 24, 1992 to Feb 6, 2026
Sep 24, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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