Valora RE III Fundo DE Inves GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.34% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 13.73 | |
| 0.1471 | 7.55 | |
| 0.8120 | 92.76 | |
| -0.0038 | -0.09 |
Estimation Period:
Aug 2, 2018 to Feb 6, 2026
Aug 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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