Emma Villas S P A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:55.87% (+3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1159 | 2.90 | |
| 0.0168 | 3.56 | |
| 0.9491 | 97.68 | |
| 0.0502 | 1.84 |
Estimation Period:
Oct 16, 2023 to Feb 13, 2026
Oct 16, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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