COX ABG Group S A GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.55% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1282 | 5.15 | |
| 0.0824 | 2.45 | |
| 0.3133 | 2.67 | |
| 0.0986 | 1.30 |
Estimation Period:
Nov 15, 2024 to Jan 30, 2026
Nov 15, 2024 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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