Geotrans SA GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.73% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4592 | 8.27 | |
| 0.1139 | 7.59 | |
| 0.4111 | 6.99 |
Estimation Period:
May 10, 2021 to Feb 6, 2026
May 10, 2021 to Feb 6, 2026
News Impact Curve
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