Marcopolo Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.01% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2265 | 18.02 | |
| 0.0594 | 13.83 | |
| 0.8906 | 257.11 | |
| 0.0338 | 4.21 |
Estimation Period:
Apr 18, 1996 to Feb 13, 2026
Apr 18, 1996 to Feb 13, 2026
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