Vinci Logistica Fundo Invest GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.79% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 7.87 | |
| 0.0938 | 10.57 | |
| 0.9033 | 187.67 | |
| -0.0040 | -0.31 |
Estimation Period:
May 5, 2020 to Feb 6, 2026
May 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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