Alantra Partners SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.45% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 10.06 | |
| 0.0604 | 16.21 | |
| 0.9303 | 263.01 | |
| -0.0009 | -0.15 |
Estimation Period:
Dec 15, 1997 to Feb 6, 2026
Dec 15, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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