PBG SA/ Brazil GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.84% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1320 | 13.25 | |
| 0.0499 | 19.33 | |
| 0.9327 | 428.85 | |
| 0.0169 | 3.56 |
Estimation Period:
May 17, 2001 to Feb 6, 2026
May 17, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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