Kruk Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.99% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4803 | 6.01 | |
| 0.0424 | 5.64 | |
| 0.8787 | 57.23 | |
| 0.0202 | 1.41 |
Estimation Period:
Mar 3, 2021 to Feb 13, 2026
Mar 3, 2021 to Feb 13, 2026
News Impact Curve
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