Unibep Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.50% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2364 | 12.94 | |
| 0.0604 | 11.67 | |
| 0.8875 | 149.15 | |
| 0.0177 | 2.02 |
Estimation Period:
May 12, 2008 to Feb 6, 2026
May 12, 2008 to Feb 6, 2026
News Impact Curve
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