Elvalhalcor Hellenic Copper GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.00% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5326 | 12.43 | |
| 0.0258 | 5.38 | |
| 0.8198 | 79.00 | |
| 0.1081 | 5.42 |
Estimation Period:
Dec 1, 2017 to Feb 6, 2026
Dec 1, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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