Fibra Terrafina GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.13% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1007 | 12.09 | |
| 0.0528 | 8.83 | |
| 0.8779 | 168.54 | |
| 0.0789 | 5.34 |
Estimation Period:
Mar 20, 2013 to Feb 6, 2026
Mar 20, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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