Kerlink SACA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:61.55% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3588 | 10.37 | |
| 0.1968 | 7.40 | |
| 0.6915 | 30.05 | |
| -0.0435 | -0.94 |
Estimation Period:
Feb 11, 2021 to Feb 6, 2026
Feb 11, 2021 to Feb 6, 2026
News Impact Curve
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