Refinaria Petroleo Manguinh GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:112.63% (-5.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7003 | 10.35 | |
| 0.0662 | 11.25 | |
| 0.8973 | 128.82 | |
| 0.0009 | 0.11 |
Estimation Period:
Jan 27, 2005 to Feb 6, 2026
Jan 27, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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