Vulcabras SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.40% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4775 | 16.01 | |
| 0.1022 | 10.50 | |
| 0.8664 | 179.57 | |
| 0.0043 | 0.27 |
Estimation Period:
Mar 29, 2005 to Feb 6, 2026
Mar 29, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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