Elisa Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.79% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1303 | 13.28 | |
| 0.0985 | 13.21 | |
| 0.8686 | 138.11 | |
| -0.0322 | -3.25 |
Estimation Period:
Apr 5, 2006 to Feb 6, 2026
Apr 5, 2006 to Feb 6, 2026
News Impact Curve
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