Ellaktor Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.12% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4907 | 15.92 | |
| 0.0919 | 13.80 | |
| 0.8222 | 123.09 | |
| 0.0882 | 7.55 |
Estimation Period:
Aug 31, 1994 to Feb 13, 2026
Aug 31, 1994 to Feb 13, 2026
News Impact Curve
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