Unicaja Banco GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:98.91% (-46.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1855 | 13.63 | |
| 0.1087 | 2.88 | |
| 0.4162 | 11.81 | |
| 0.9503 | 5.26 |
Estimation Period:
Mar 7, 2025 to Feb 13, 2026
Mar 7, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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