Campine SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.28% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1036 | 17.08 | |
| 0.1383 | 13.13 | |
| 0.7131 | 68.98 | |
| 0.0639 | 2.75 |
Estimation Period:
Jan 14, 2000 to Feb 6, 2026
Jan 14, 2000 to Feb 6, 2026
News Impact Curve
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