RBR Premium Recebiveis GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.57% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0598 | 10.74 | |
| 0.1753 | 8.71 | |
| 0.8087 | 61.29 | |
| -0.0606 | -1.85 |
Estimation Period:
Aug 1, 2022 to Feb 13, 2026
Aug 1, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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