Shoper SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.02% (-8.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8746 | 11.86 | |
| 0.1038 | 7.35 | |
| 0.4985 | 16.85 | |
| 0.1591 | 3.56 |
Estimation Period:
Jul 14, 2021 to Feb 6, 2026
Jul 14, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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