Cabasse Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:256.17% (-13.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0969 | 2.91 | |
| 0.0512 | 4.15 | |
| 0.9025 | 109.80 | |
| 0.0925 | 3.16 |
Estimation Period:
Nov 29, 2022 to Feb 6, 2026
Nov 29, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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