Elton International Trading Co SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.63% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2567 | 15.71 | |
| 0.0825 | 17.50 | |
| 0.8588 | 168.62 | |
| 0.0326 | 2.87 |
Estimation Period:
Apr 23, 2001 to Feb 6, 2026
Apr 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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