Herkules Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:48.68% (-3.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7920 | 21.37 | |
| 0.1211 | 14.17 | |
| 0.7980 | 95.21 | |
| 0.0277 | 1.58 |
Estimation Period:
Jan 1, 2007 to Feb 6, 2026
Jan 1, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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