Brand 24 SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.51% (-5.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6591 | 7.38 | |
| 0.1105 | 7.00 | |
| 0.7099 | 38.15 | |
| 0.2497 | 3.73 |
Estimation Period:
Jun 30, 2021 to Feb 6, 2026
Jun 30, 2021 to Feb 6, 2026
News Impact Curve
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