Passus S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:120.26% (-26.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6913 | 5.40 | |
| 0.1815 | 3.93 | |
| 0.5613 | 10.06 | |
| -0.0884 | -1.37 |
Estimation Period:
May 18, 2021 to Feb 6, 2026
May 18, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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