Paranapanema Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:86.25% (-8.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8163 | 19.45 | |
| 0.1567 | 19.62 | |
| 0.7996 | 137.26 | |
| -0.0010 | -0.07 |
Estimation Period:
Aug 24, 1994 to Feb 6, 2026
Aug 24, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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