Valbiotis SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:108.06% (-4.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2081 | 10.57 | |
| 0.0748 | 8.03 | |
| 0.9177 | 189.60 | |
| 0.0067 | 0.37 |
Estimation Period:
Jun 7, 2017 to Feb 13, 2026
Jun 7, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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