Cosmax BTI Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.19% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0710 | 16.94 | |
| 0.0793 | 22.97 | |
| 0.9243 | 487.77 | |
| -0.0130 | -2.23 |
Estimation Period:
Feb 7, 2002 to Jan 30, 2026
Feb 7, 2002 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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