Consultatio Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.35% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0691 | 7.47 | |
| 0.0261 | 3.62 | |
| 0.9581 | 249.36 | |
| 0.0156 | 1.20 |
Estimation Period:
Apr 13, 2010 to Feb 6, 2026
Apr 13, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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