Sygnity Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.39% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2519 | 3.83 | |
| 0.0731 | 4.23 | |
| 0.7779 | 17.62 | |
| 0.0258 | 1.01 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
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