Heineken Holding NV GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.09% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 18.71 | |
| 0.0359 | 14.95 | |
| 0.9228 | 397.74 | |
| 0.0431 | 8.56 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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