Impact Devpr & Contractor SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.16% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2520 | 14.86 | |
| 0.1072 | 19.32 | |
| 0.8763 | 205.75 | |
| 0.0007 | 0.07 |
Estimation Period:
Oct 13, 1998 to Feb 6, 2026
Oct 13, 1998 to Feb 6, 2026
News Impact Curve
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