Alfa Transformers Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:89.37% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5875 | 16.74 | |
| 0.1349 | 17.09 | |
| 0.8113 | 137.90 | |
| 0.0170 | 1.17 |
Estimation Period:
Mar 15, 2012 to Feb 13, 2026
Mar 15, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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