Hexagon Composites Asa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.13% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1434 | 14.31 | |
| 0.0354 | 13.54 | |
| 0.9523 | 480.46 | |
| 0.0059 | 1.56 |
Estimation Period:
Feb 18, 1997 to Feb 6, 2026
Feb 18, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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