Atm Grupa Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.92% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2567 | 14.99 | |
| 0.0920 | 21.06 | |
| 0.8499 | 175.08 | |
| 0.0598 | 6.34 |
Estimation Period:
Feb 10, 2004 to Feb 13, 2026
Feb 10, 2004 to Feb 13, 2026
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