Suzano Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.13% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1024 | 7.05 | |
| 0.0340 | 6.41 | |
| 0.9335 | 160.09 | |
| 0.0292 | 3.07 |
Estimation Period:
Nov 9, 2017 to Feb 13, 2026
Nov 9, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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