Selena Fm Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.48% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7910 | 11.00 | |
| 0.2119 | 8.95 | |
| 0.7362 | 39.59 | |
| -0.1484 | -5.33 |
Estimation Period:
Mar 31, 2021 to Feb 13, 2026
Mar 31, 2021 to Feb 13, 2026
News Impact Curve
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