EVN Finance JSC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.10% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7042 | 9.32 | |
| 0.0795 | 6.86 | |
| 0.7990 | 48.78 | |
| 0.0263 | 1.15 |
Estimation Period:
Jan 12, 2022 to Feb 6, 2026
Jan 12, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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