SP Downtown Fundo DE Investi GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.28% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0421 | 10.99 | |
| 0.1377 | 8.80 | |
| 0.8831 | 131.69 | |
| -0.0552 | -2.64 |
Estimation Period:
Mar 12, 2013 to Feb 6, 2026
Mar 12, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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