Poltreg S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.70% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.21 | |
| 0.2538 | 7.27 | |
| 0.1341 | 4.11 | |
| -0.1052 | -1.92 |
Estimation Period:
Nov 23, 2021 to Feb 6, 2026
Nov 23, 2021 to Feb 6, 2026
News Impact Curve
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