Amica Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.12% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1065 | 15.98 | |
| 0.0484 | 17.64 | |
| 0.9212 | 353.34 | |
| 0.0215 | 3.32 |
Estimation Period:
Oct 13, 1997 to Feb 13, 2026
Oct 13, 1997 to Feb 13, 2026
News Impact Curve
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