Sao Martinho Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.28% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1185 | 17.51 | |
| 0.0535 | 7.09 | |
| 0.9122 | 312.30 | |
| 0.0314 | 1.69 |
Estimation Period:
Feb 12, 2007 to Feb 6, 2026
Feb 12, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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