Advicenne S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:68.01% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2664 | 4.20 | |
| 0.0424 | 4.49 | |
| 0.8872 | 39.11 | |
| -0.0095 | -0.55 |
Estimation Period:
Jun 18, 2019 to Feb 13, 2026
Jun 18, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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