Id Logistics Group Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.39% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1821 | 13.30 | |
| 0.0249 | 7.20 | |
| 0.8812 | 133.87 | |
| 0.0727 | 6.47 |
Estimation Period:
May 30, 2012 to Feb 6, 2026
May 30, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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