Porto Seguro SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.26% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1721 | 16.49 | |
| 0.0581 | 13.73 | |
| 0.8704 | 174.88 | |
| 0.0487 | 5.55 |
Estimation Period:
Nov 22, 2004 to Feb 6, 2026
Nov 22, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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