Celsia SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.30% (+5.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1379 | 27.08 | |
| 0.1117 | 16.90 | |
| 0.8102 | 178.33 | |
| 0.1046 | 8.25 |
Estimation Period:
Oct 19, 2001 to Feb 6, 2026
Oct 19, 2001 to Feb 6, 2026
News Impact Curve
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