Eternit Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.34% (-5.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2251 | 20.42 | |
| 0.2020 | 21.68 | |
| 0.8190 | 199.70 | |
| -0.0428 | -3.06 |
Estimation Period:
Jun 6, 1994 to Feb 13, 2026
Jun 6, 1994 to Feb 13, 2026
News Impact Curve
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