Action Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.43% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 6.49 | |
| 0.0266 | 12.04 | |
| 0.9631 | 383.85 | |
| 0.0206 | 4.77 |
Estimation Period:
Aug 24, 2006 to Feb 6, 2026
Aug 24, 2006 to Feb 6, 2026
News Impact Curve
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