Altus SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.61% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 4.65 | |
| 0.0095 | 3.26 | |
| 0.9730 | 558.57 | |
| 0.0350 | 6.54 |
Estimation Period:
Aug 20, 2014 to Feb 6, 2026
Aug 20, 2014 to Feb 6, 2026
News Impact Curve
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