Tire Company Debica S A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.51% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2206 | 9.30 | |
| 0.1441 | 6.01 | |
| 0.7731 | 42.64 | |
| -0.0501 | -1.33 |
Estimation Period:
Mar 31, 2021 to Feb 6, 2026
Mar 31, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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