Catenon Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:63.23% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4613 | 4.48 | |
| 0.0828 | 5.67 | |
| 0.8883 | 63.39 | |
| 0.0283 | 1.23 |
Estimation Period:
May 5, 2021 to Feb 6, 2026
May 5, 2021 to Feb 6, 2026
News Impact Curve
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