Seco SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.80% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7388 | 9.47 | |
| 0.0740 | 7.35 | |
| 0.8417 | 65.29 | |
| 0.0053 | 0.34 |
Estimation Period:
May 31, 2021 to Feb 6, 2026
May 31, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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