Ayvens SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.80% (+6.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6434 | 8.07 | |
| 0.0339 | 5.23 | |
| 0.7877 | 40.71 | |
| 0.0815 | 3.83 |
Estimation Period:
Jun 15, 2017 to Feb 13, 2026
Jun 15, 2017 to Feb 13, 2026
News Impact Curve
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