Auto Partner Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:60.38% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2728 | 9.33 | |
| 0.0433 | 6.75 | |
| 0.9097 | 153.46 | |
| 0.0306 | 2.12 |
Estimation Period:
Mar 3, 2021 to Feb 13, 2026
Mar 3, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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