Saga Falabella SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:137.90% (+23.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.12 | |
| 0.1622 | 3.75 | |
| 0.7008 | 46.46 | |
| 0.0307 | 0.43 |
Estimation Period:
Jan 2, 1995 to Nov 28, 2025
Jan 2, 1995 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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