Cafom SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.44% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2309 | 13.84 | |
| 0.0808 | 13.05 | |
| 0.8604 | 151.66 | |
| 0.0563 | 4.49 |
Estimation Period:
Jan 26, 2005 to Feb 6, 2026
Jan 26, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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