Tractial SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:82.31% (-3.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5041 | 10.71 | |
| 0.1890 | 10.49 | |
| 0.7880 | 66.60 | |
| 0.0310 | 0.82 |
Estimation Period:
Oct 18, 2021 to Feb 6, 2026
Oct 18, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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