Vicat Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.91% (+11.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1063 | 11.08 | |
| 0.0362 | 9.55 | |
| 0.8912 | 138.08 | |
| 0.0782 | 9.14 |
Estimation Period:
Mar 5, 2008 to Feb 13, 2026
Mar 5, 2008 to Feb 13, 2026
News Impact Curve
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