KBC Ancora GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.92% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0865 | 18.08 | |
| 0.0651 | 22.10 | |
| 0.8668 | 326.62 | |
| 0.1105 | 12.50 |
Estimation Period:
Apr 4, 2001 to Feb 20, 2026
Apr 4, 2001 to Feb 20, 2026
News Impact Curve
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