Asseco South Eastern Europe GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.95% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1547 | 13.79 | |
| 0.0398 | 9.71 | |
| 0.9089 | 216.77 | |
| 0.0314 | 3.47 |
Estimation Period:
Oct 28, 2009 to Feb 13, 2026
Oct 28, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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