Azzas 2154 SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.39% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1298 | 9.52 | |
| 0.0173 | 6.25 | |
| 0.9409 | 208.16 | |
| 0.0417 | 6.58 |
Estimation Period:
Feb 2, 2011 to Feb 13, 2026
Feb 2, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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