Cravatex GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.87% (-2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8842 | 15.22 | |
| 0.1108 | 11.96 | |
| 0.7559 | 58.69 | |
| -0.0231 | -1.51 |
Estimation Period:
Nov 24, 2010 to Feb 6, 2026
Nov 24, 2010 to Feb 6, 2026
News Impact Curve
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