Tractial SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:89.81% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8590 | 15.44 | |
| 0.1047 | 11.73 | |
| 0.8508 | 149.98 | |
| -0.0083 | -0.57 |
Estimation Period:
Jun 21, 2000 to Feb 13, 2026
Jun 21, 2000 to Feb 13, 2026
News Impact Curve
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