Arrival SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2,593.06% (+210.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0566 | 3.47 | |
| 0.0161 | 2.23 | |
| 0.9811 | 149.41 | |
| 0.0054 | 0.50 |
Estimation Period:
Dec 13, 2019 to Jan 23, 2026
Dec 13, 2019 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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