Coheris SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.21% (-2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1864 | 17.47 | |
| 0.0805 | 15.55 | |
| 0.8861 | 276.13 | |
| 0.0406 | 3.94 |
Estimation Period:
Jun 30, 1999 to Feb 6, 2026
Jun 30, 1999 to Feb 6, 2026
News Impact Curve
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