Westwing Comercio Varejista GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.49% (-3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6156 | 11.72 | |
| 0.2231 | 9.04 | |
| 0.7444 | 57.13 | |
| -0.1348 | -4.53 |
Estimation Period:
Feb 11, 2021 to Feb 6, 2026
Feb 11, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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