Geotrans SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.89% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5762 | 8.38 | |
| 0.1228 | 5.11 | |
| 0.3993 | 6.72 | |
| -0.0215 | -0.64 |
Estimation Period:
May 10, 2021 to Feb 6, 2026
May 10, 2021 to Feb 6, 2026
News Impact Curve
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