Amadeus It Group Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.35% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0711 | 13.37 | |
| 0.0211 | 5.16 | |
| 0.9206 | 278.89 | |
| 0.0719 | 7.65 |
Estimation Period:
Apr 29, 2010 to Feb 13, 2026
Apr 29, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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