Archicom Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.43% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5358 | 13.74 | |
| 0.1018 | 12.15 | |
| 0.7435 | 60.79 | |
| 0.0809 | 3.62 |
Estimation Period:
May 9, 2016 to Feb 13, 2026
May 9, 2016 to Feb 13, 2026
News Impact Curve
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