Wawel Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.46% (-6.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9025 | 19.99 | |
| 0.4491 | 10.51 | |
| 0.1553 | 5.85 | |
| -0.3610 | -7.06 |
Estimation Period:
Apr 1, 2021 to Feb 13, 2026
Apr 1, 2021 to Feb 13, 2026
News Impact Curve
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