Geotrans Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.55% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3481 | 9.03 | |
| 0.0485 | 9.85 | |
| 0.9184 | 171.78 | |
| 0.0142 | 1.31 |
Estimation Period:
Aug 18, 2015 to Feb 6, 2026
Aug 18, 2015 to Feb 6, 2026
News Impact Curve
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