Cogra 48 Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.42% (+2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1825 | 14.02 | |
| 0.1023 | 9.74 | |
| 0.8575 | 126.12 | |
| 0.0099 | 0.54 |
Estimation Period:
Nov 25, 2011 to Feb 6, 2026
Nov 25, 2011 to Feb 6, 2026
News Impact Curve
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