Raia Drogasil SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.03% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0886 | 17.74 | |
| 0.0353 | 11.11 | |
| 0.9344 | 376.47 | |
| 0.0228 | 3.71 |
Estimation Period:
May 2, 1996 to Feb 6, 2026
May 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Raia Drogasil SA Analyses
Other GJR-GARCH Analyses on International Equities