CMB Tech NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.33% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1645 | 15.94 | |
| 0.0704 | 18.31 | |
| 0.8939 | 244.50 | |
| 0.0260 | 3.89 |
Estimation Period:
Dec 1, 2004 to Feb 6, 2026
Dec 1, 2004 to Feb 6, 2026
News Impact Curve
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