Erbud Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.43% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7046 | 7.34 | |
| 0.0841 | 5.16 | |
| 0.8216 | 46.70 | |
| 0.0378 | 1.10 |
Estimation Period:
Mar 31, 2021 to Feb 6, 2026
Mar 31, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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