Aubay Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.74% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0989 | 6.65 | |
| 0.0000 | 0.00 | |
| 0.9496 | 251.60 | |
| 0.0594 | 6.13 |
Estimation Period:
Jun 12, 2009 to Feb 13, 2026
Jun 12, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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