Aygaz As GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.15% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1039 | 18.30 | |
| 0.0777 | 23.55 | |
| 0.9091 | 399.77 | |
| 0.0073 | 1.33 |
Estimation Period:
Dec 30, 1994 to Feb 13, 2026
Dec 30, 1994 to Feb 13, 2026
News Impact Curve
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