Ayvens SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.73% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1300 | 7.43 | |
| 0.0084 | 2.63 | |
| 0.9350 | 170.10 | |
| 0.0613 | 6.86 |
Estimation Period:
Jun 19, 2017 to Feb 13, 2026
Jun 19, 2017 to Feb 13, 2026
News Impact Curve
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