Cosmax BTI Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.29% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0706 | 16.90 | |
| 0.0792 | 22.96 | |
| 0.9244 | 488.35 | |
| -0.0129 | -2.23 |
Estimation Period:
Feb 7, 2002 to Feb 13, 2026
Feb 7, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Cosmax BTI Inc Analyses
Other GJR-GARCH Analyses on International Equities