Altheora SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:71.47% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8126 | 19.02 | |
| 0.1411 | 13.60 | |
| 0.7968 | 124.48 | |
| 0.0518 | 2.99 |
Estimation Period:
Sep 21, 1990 to Feb 6, 2026
Sep 21, 1990 to Feb 6, 2026
News Impact Curve
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