Amica SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.96% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6327 | 8.22 | |
| 0.1081 | 6.36 | |
| 0.4765 | 10.46 | |
| 0.0950 | 1.74 |
Estimation Period:
Mar 4, 2021 to Feb 13, 2026
Mar 4, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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