Sequoia Logistica E Transpor GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
88.40%
decreased by 11.43%
1 Week
91.40%
decreased by 8.43%
1 Month
99.81%
decreased by 0.02%
Analysis last updated: Thursday, May 21, 2026 at 09:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5442 | 14.93 | |
| 0.1713 | 7.87 | |
| 0.7199 | 66.35 | |
| 0.1258 | 3.00 |
Estimation Period:
Oct 7, 2020 to May 15, 2026
Oct 7, 2020 to May 15, 2026
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