Urca Prime Renda Fundo DE IN GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.53% (-9.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9169 | 20.28 | |
| 0.9408 | 11.19 | |
| 0.0775 | 7.93 | |
| -0.2997 | -2.81 |
Estimation Period:
Aug 27, 2020 to Feb 6, 2026
Aug 27, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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