High Co SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.02% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8080 | 10.21 | |
| 0.2640 | 6.46 | |
| 0.5077 | 17.44 | |
| 0.0689 | 1.14 |
Estimation Period:
Apr 14, 2021 to Feb 13, 2026
Apr 14, 2021 to Feb 13, 2026
News Impact Curve
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