Concejo AB GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.15% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4019 | 21.22 | |
| 0.1757 | 16.64 | |
| 0.6282 | 48.28 | |
| 0.0133 | 0.88 |
Estimation Period:
May 13, 1994 to Feb 6, 2026
May 13, 1994 to Feb 6, 2026
News Impact Curve
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