Decora SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.30% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3928 | 15.52 | |
| 0.0851 | 10.08 | |
| 0.8306 | 126.94 | |
| 0.0572 | 3.57 |
Estimation Period:
Jun 21, 2005 to Feb 6, 2026
Jun 21, 2005 to Feb 6, 2026
News Impact Curve
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