Seco Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.40% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1319 | 6.16 | |
| 0.0303 | 6.36 | |
| 0.9549 | 190.18 | |
| -0.0061 | -0.77 |
Estimation Period:
May 5, 2021 to Feb 6, 2026
May 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities