Cosmax BTI Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.88% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0705 | 16.88 | |
| 0.0791 | 22.95 | |
| 0.9245 | 488.37 | |
| -0.0128 | -2.21 |
Estimation Period:
Feb 7, 2002 to Feb 20, 2026
Feb 7, 2002 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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