Cemat A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.83% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0730 | 5.93 | |
| 0.0258 | 12.72 | |
| 0.9612 | 658.33 | |
| 0.0227 | 4.88 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
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