Asseco South Eastern Europe GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.41% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0761 | 7.41 | |
| 0.0512 | 7.37 | |
| 0.9202 | 162.17 | |
| 0.0317 | 2.32 |
Estimation Period:
Mar 30, 2021 to Feb 13, 2026
Mar 30, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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