Cementir Holding Nv GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:52.71% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0512 | 5.37 | |
| 0.0450 | 12.65 | |
| 0.9319 | 239.86 | |
| 0.0307 | 3.83 |
Estimation Period:
Oct 7, 2014 to Feb 13, 2026
Oct 7, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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