ForteBank JSC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.82% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3372 | 5.70 | |
| 0.1834 | 6.95 | |
| 0.8395 | 66.78 | |
| -0.0458 | -1.12 |
Estimation Period:
May 16, 2016 to Feb 13, 2026
May 16, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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