SDI Logistica RIO - Fundo DE GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.39% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 16.13 | |
| 0.1085 | 13.02 | |
| 0.8717 | 217.76 | |
| 0.0036 | 0.22 |
Estimation Period:
Nov 19, 2012 to Feb 6, 2026
Nov 19, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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