Horizons Betapro S&Ptsx60 BE GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.21% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0636 | 16.33 | |
| 0.1781 | 27.63 | |
| 0.8951 | 362.24 | |
| -0.1781 | -26.17 |
Estimation Period:
Jan 9, 2007 to Feb 6, 2026
Jan 9, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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