Livetech Da Bahia Industria GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.32% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1647 | 7.08 | |
| 0.1272 | 6.56 | |
| 0.9030 | 135.20 | |
| -0.0727 | -3.12 |
Estimation Period:
Jul 26, 2021 to Feb 6, 2026
Jul 26, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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