Energa Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.68% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 8.03 | |
| 0.0633 | 13.30 | |
| 0.9154 | 210.20 | |
| 0.0346 | 3.06 |
Estimation Period:
Dec 12, 2013 to Feb 6, 2026
Dec 12, 2013 to Feb 6, 2026
News Impact Curve
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