Alantra Partners Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.00% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0486 | 19.83 | |
| 0.3332 | 12.09 | |
| 0.4196 | 18.54 | |
| -0.0965 | -2.34 |
Estimation Period:
May 5, 2014 to Feb 6, 2026
May 5, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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