Colonial SFL Socimi SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.03% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1728 | 18.12 | |
| 0.1246 | 19.93 | |
| 0.8568 | 254.55 | |
| 0.0307 | 3.41 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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