Tire Company Debica S A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.73% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 17.72 | |
| 0.0613 | 17.49 | |
| 0.9232 | 431.42 | |
| 0.0145 | 2.13 |
Estimation Period:
Aug 10, 1995 to Feb 6, 2026
Aug 10, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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