Kerlink SACA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:67.34% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 7.04 | |
| 0.0115 | 4.93 | |
| 0.9823 | 609.74 | |
| 0.0124 | 2.60 |
Estimation Period:
May 24, 2016 to Feb 6, 2026
May 24, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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