Holcim Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:52.69% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0650 | 2.86 | |
| 0.0476 | 5.40 | |
| 0.9313 | 112.89 | |
| 0.0321 | 0.95 |
Estimation Period:
Dec 2, 2003 to Feb 13, 2026
Dec 2, 2003 to Feb 13, 2026
News Impact Curve
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