Icape Holding SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.69% (-20.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2264 | 18.12 | |
| 1.2648 | 7.97 | |
| 0.2455 | 8.67 | |
| -1.0207 | -5.93 |
Estimation Period:
Jul 11, 2022 to Feb 6, 2026
Jul 11, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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