BB Progressivo II Fundo DE GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.25% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0475 | 17.63 | |
| 0.1188 | 9.88 | |
| 0.8151 | 107.75 | |
| -0.0023 | -0.11 |
Estimation Period:
Dec 12, 2012 to Feb 6, 2026
Dec 12, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other BB Progressivo II Fundo DE Analyses
Other GJR-GARCH Analyses on Closed-end Funds