Rumo Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.98% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4659 | 15.90 | |
| 0.0707 | 6.29 | |
| 0.8139 | 89.68 | |
| 0.0239 | 1.17 |
Estimation Period:
Mar 13, 2017 to Feb 6, 2026
Mar 13, 2017 to Feb 6, 2026
News Impact Curve
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