Eurocash Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.41% (-2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8602 | 20.04 | |
| 0.0914 | 15.08 | |
| 0.7330 | 73.70 | |
| 0.0358 | 3.17 |
Estimation Period:
Feb 7, 2005 to Feb 6, 2026
Feb 7, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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