Heineken NV GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.12% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 19.91 | |
| 0.0267 | 15.27 | |
| 0.9418 | 565.28 | |
| 0.0353 | 9.93 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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