Somec SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.33% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9890 | 6.42 | |
| 0.2650 | 3.88 | |
| 0.2889 | 3.31 | |
| -0.1768 | -1.68 |
Estimation Period:
Jun 5, 2025 to Feb 13, 2026
Jun 5, 2025 to Feb 13, 2026
News Impact Curve
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