Inclusio SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.14% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1479 | 9.71 | |
| 0.1209 | 7.81 | |
| 0.8340 | 75.84 | |
| -0.0431 | -2.05 |
Estimation Period:
Dec 10, 2020 to Feb 6, 2026
Dec 10, 2020 to Feb 6, 2026
News Impact Curve
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