Bulgartabac Holding GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:154.11% (-7.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3258 | 5.57 | |
| 0.0190 | 3.00 | |
| 0.8871 | 83.30 | |
| 0.0726 | 3.81 |
Estimation Period:
Oct 30, 2006 to Jan 30, 2026
Oct 30, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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