Diagnostyka SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.87% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2473 | 6.49 | |
| 0.1434 | 3.89 | |
| 0.1187 | 0.97 | |
| -0.0227 | -0.27 |
Estimation Period:
Feb 7, 2025 to Feb 6, 2026
Feb 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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