Ilyda SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:48.73% (-6.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 14.97 | |
| 0.2689 | 5.58 | |
| 0.1908 | 5.54 | |
| -0.0409 | -0.44 |
Estimation Period:
Mar 17, 2023 to Feb 13, 2026
Mar 17, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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