Holcim Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.98% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0704 | 24.68 | |
| 0.0652 | 12.22 | |
| 0.8897 | 354.31 | |
| 0.0665 | 8.16 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities