Geotrans SA AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.39% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2082 | 16.74 | |
| 0.1527 | 9.14 | |
| 0.1854 | 6.53 | |
| 0.7043 | 2.49 |
Estimation Period:
May 10, 2021 to Feb 6, 2026
May 10, 2021 to Feb 6, 2026
News Impact Curve
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