Enea Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.31% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8291 | 21.58 | |
| 0.1914 | 12.62 | |
| 0.6535 | 56.10 | |
| -0.0055 | -0.26 |
Estimation Period:
Feb 2, 2009 to Feb 6, 2026
Feb 2, 2009 to Feb 6, 2026
News Impact Curve
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