Valora Hedge Fund Fundo DE GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.79% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1775 | 15.88 | |
| 0.4358 | 10.15 | |
| 0.4788 | 23.78 | |
| -0.2425 | -4.59 |
Estimation Period:
Mar 9, 2021 to Feb 6, 2026
Mar 9, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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