Selvita Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.78% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 1.99 | |
| 0.0000 | 0.00 | |
| 0.9751 | 391.77 | |
| 0.0364 | 7.00 |
Estimation Period:
Mar 4, 2021 to Feb 6, 2026
Mar 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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