Brand 24 Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.86% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 4.35 | |
| 0.0185 | 7.77 | |
| 0.9599 | 362.08 | |
| 0.0432 | 6.30 |
Estimation Period:
Jan 30, 2018 to Jan 30, 2026
Jan 30, 2018 to Jan 30, 2026
News Impact Curve
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