Petroleo Brasileiro SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.72% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1607 | 4.08 | |
| 0.0376 | 7.84 | |
| 0.9360 | 170.49 | |
| 0.0181 | 1.62 |
Estimation Period:
Sep 24, 1992 to Jan 30, 2026
Sep 24, 1992 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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