Enrys Island SPA Societa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.28% (+10.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3816 | 13.51 | |
| 0.5397 | 6.48 | |
| 0.1411 | 6.13 | |
| 0.2205 | 1.53 |
Estimation Period:
Jul 20, 2023 to Feb 6, 2026
Jul 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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