Itau Asset Rural Fiagro - IM GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.76% (+4.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 6.96 | |
| 0.2857 | 4.91 | |
| 0.7839 | 49.43 | |
| -0.2334 | -3.84 |
Estimation Period:
Mar 10, 2022 to Feb 13, 2026
Mar 10, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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