Compremum S A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.73% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 3.81 | |
| 0.0091 | 9.00 | |
| 0.9742 | 557.63 | |
| 0.0290 | 6.93 |
Estimation Period:
Jul 21, 2009 to Feb 6, 2026
Jul 21, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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