Acomo N V GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.67% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1472 | 18.76 | |
| 0.1048 | 16.39 | |
| 0.8335 | 180.13 | |
| 0.0660 | 5.96 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities