Vtex GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.88% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6695 | 7.05 | |
| 0.0923 | 5.14 | |
| 0.7998 | 47.43 | |
| -0.0017 | -0.08 |
Estimation Period:
Jul 21, 2021 to Feb 6, 2026
Jul 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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