Cabka N V GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.05% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 3.77 | |
| 0.0415 | 5.30 | |
| 0.9381 | 147.94 | |
| 0.0394 | 2.15 |
Estimation Period:
Nov 19, 2020 to Feb 6, 2026
Nov 19, 2020 to Feb 6, 2026
News Impact Curve
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