Playway SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.87% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0033 | 4.43 | |
| 0.1187 | 9.34 | |
| 0.7494 | 31.74 | |
| 0.0627 | 1.70 |
Estimation Period:
May 3, 2019 to Feb 13, 2026
May 3, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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