Kri-Kri Milk Industry S.A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.55% (-6.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2279 | 10.12 | |
| 0.1746 | 5.93 | |
| 0.6210 | 22.51 | |
| 0.0534 | 0.98 |
Estimation Period:
Jun 6, 2023 to Feb 13, 2026
Jun 6, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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