Valbiotis SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:161.53% (-1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2321 | 5.59 | |
| 0.0335 | 5.56 | |
| 0.9391 | 197.96 | |
| 0.0548 | 2.00 |
Estimation Period:
Feb 15, 2021 to Feb 6, 2026
Feb 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities