CANCOM SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.89% (+2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 12.95 | |
| 0.0233 | 12.30 | |
| 0.9611 | 589.99 | |
| 0.0218 | 5.89 |
Estimation Period:
Sep 17, 1999 to Feb 6, 2026
Sep 17, 1999 to Feb 6, 2026
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