Alcomet AD GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:148.49% (-7.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4591 | 5.26 | |
| 0.0461 | 4.86 | |
| 0.9066 | 108.48 | |
| -0.0064 | -0.47 |
Estimation Period:
Oct 31, 2006 to Jan 30, 2026
Oct 31, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Alcomet AD Analyses
Other GJR-GARCH Analyses on International Equities