B&S Group Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:44.48% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 6.19 | |
| 0.0382 | 9.93 | |
| 0.9019 | 172.22 | |
| 0.1198 | 7.11 |
Estimation Period:
Mar 23, 2018 to Dec 19, 2025
Mar 23, 2018 to Dec 19, 2025
News Impact Curve
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