Vercom S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.93% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6417 | 11.64 | |
| 0.1365 | 8.25 | |
| 0.7519 | 54.24 | |
| 0.0047 | 0.15 |
Estimation Period:
May 18, 2021 to Feb 13, 2026
May 18, 2021 to Feb 13, 2026
News Impact Curve
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