Vectis Juros Real Fundo DE GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.97% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1462 | 12.25 | |
| 0.1615 | 4.83 | |
| 0.7479 | 46.18 | |
| -0.0309 | -0.44 |
Estimation Period:
Jan 28, 2020 to Feb 6, 2026
Jan 28, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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