FII Votorantim Shopping GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.05% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0920 | 14.26 | |
| 0.1582 | 12.32 | |
| 0.7954 | 108.87 | |
| -0.0051 | -0.22 |
Estimation Period:
Jan 18, 2019 to Feb 6, 2026
Jan 18, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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