Gvs S P A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.38% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7170 | 10.41 | |
| 0.1710 | 5.55 | |
| 0.2896 | 5.42 | |
| 0.0821 | 1.51 |
Estimation Period:
Jun 19, 2020 to Feb 13, 2026
Jun 19, 2020 to Feb 13, 2026
News Impact Curve
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