Plano & Plano Desenvolviment GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.33% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5945 | 8.61 | |
| 0.0863 | 6.63 | |
| 0.7658 | 33.78 | |
| -0.0136 | -0.68 |
Estimation Period:
Sep 17, 2020 to Feb 6, 2026
Sep 17, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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