Emeis SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.76% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 10.30 | |
| 0.0235 | 13.18 | |
| 0.9367 | 501.17 | |
| 0.0719 | 14.68 |
Estimation Period:
Apr 17, 2002 to Feb 6, 2026
Apr 17, 2002 to Feb 6, 2026
News Impact Curve
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