Esotiq & Henderson Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.92% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2621 | 10.67 | |
| 0.0570 | 11.77 | |
| 0.9119 | 221.83 | |
| 0.0273 | 2.58 |
Estimation Period:
Jul 26, 2011 to Feb 6, 2026
Jul 26, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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