Vectis Datagro Credito Agron GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.57% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1106 | 9.64 | |
| 0.2764 | 8.39 | |
| 0.7512 | 50.61 | |
| -0.1206 | -3.24 |
Estimation Period:
Jul 1, 2022 to Feb 6, 2026
Jul 1, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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