Zozo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.21% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 10.09 | |
| 0.0106 | 8.27 | |
| 0.9878 | 1,714.94 | |
| -0.0017 | -0.86 |
Estimation Period:
Dec 12, 2007 to Feb 6, 2026
Dec 12, 2007 to Feb 6, 2026
News Impact Curve
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