Atrem Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.15% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6878 | 14.96 | |
| 0.0828 | 13.10 | |
| 0.8115 | 125.27 | |
| 0.0673 | 5.00 |
Estimation Period:
May 13, 2009 to Feb 13, 2026
May 13, 2009 to Feb 13, 2026
News Impact Curve
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