KBC Ancora GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.39% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0867 | 18.10 | |
| 0.0653 | 22.11 | |
| 0.8666 | 326.14 | |
| 0.1109 | 12.53 |
Estimation Period:
Apr 4, 2001 to Feb 13, 2026
Apr 4, 2001 to Feb 13, 2026
News Impact Curve
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