2Crsi S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:77.10% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3504 | 4.66 | |
| 0.0247 | 5.84 | |
| 0.9488 | 210.93 | |
| 0.0179 | 2.19 |
Estimation Period:
Jun 26, 2018 to Jan 30, 2026
Jun 26, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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