Altri Sgps Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.25% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7829 | 21.49 | |
| 0.1518 | 14.08 | |
| 0.6270 | 53.34 | |
| 0.1798 | 7.65 |
Estimation Period:
Mar 1, 2005 to Feb 13, 2026
Mar 1, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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