Quercus Tfi Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.02% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1352 | 10.99 | |
| 0.0497 | 11.36 | |
| 0.9245 | 276.79 | |
| 0.0215 | 2.48 |
Estimation Period:
Sep 11, 2008 to Feb 6, 2026
Sep 11, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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