Capex Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.83% (-3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3347 | 24.04 | |
| 0.1387 | 16.42 | |
| 0.7169 | 80.28 | |
| 0.0395 | 2.69 |
Estimation Period:
Feb 13, 1995 to Feb 6, 2026
Feb 13, 1995 to Feb 6, 2026
News Impact Curve
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