Advicenne S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.76% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 5.55 | |
| 0.0157 | 7.96 | |
| 0.9788 | 581.61 | |
| 0.0109 | 2.43 |
Estimation Period:
Dec 6, 2017 to Feb 13, 2026
Dec 6, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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