Jr Holding Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:64.59% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5480 | 5.61 | |
| 0.1876 | 8.43 | |
| 0.7112 | 21.49 | |
| -0.0447 | -1.21 |
Estimation Period:
May 10, 2021 to Feb 6, 2026
May 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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