Brand 24 Sa GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.81% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 4.39 | |
| 0.0362 | 16.85 | |
| 0.9636 | 444.46 |
Estimation Period:
Jan 30, 2018 to Jan 30, 2026
Jan 30, 2018 to Jan 30, 2026
News Impact Curve
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