Cartavio SAA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.77% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3913 | 11.12 | |
| 0.0972 | 10.27 | |
| 0.8859 | 141.49 | |
| -0.0468 | -3.90 |
Estimation Period:
Jul 16, 2001 to Feb 6, 2026
Jul 16, 2001 to Feb 6, 2026
News Impact Curve
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