Geotrans Sa GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.83% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3032 | 8.92 | |
| 0.0473 | 14.97 | |
| 0.9289 | 197.84 |
Estimation Period:
Aug 18, 2015 to Feb 6, 2026
Aug 18, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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