Cez A S GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.01% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0581 | 12.59 | |
| 0.0605 | 17.08 | |
| 0.9084 | 359.60 | |
| 0.0434 | 6.02 |
Estimation Period:
Jun 7, 1994 to Feb 6, 2026
Jun 7, 1994 to Feb 6, 2026
News Impact Curve
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