Ultrapar Participacoes SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.73% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1127 | 16.19 | |
| 0.0143 | 8.30 | |
| 0.9339 | 422.00 | |
| 0.0681 | 14.06 |
Estimation Period:
Oct 7, 1999 to Feb 13, 2026
Oct 7, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Ultrapar Participacoes SA Analyses
Other GJR-GARCH Analyses on Depositary Receipts