Averbuch Formica Centre GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:52.35% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1680 | 18.64 | |
| 0.0864 | 17.20 | |
| 0.8884 | 276.34 | |
| 0.0353 | 3.94 |
Estimation Period:
May 31, 2008 to Feb 12, 2026
May 31, 2008 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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