Cembre SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.20% (+6.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5543 | 7.27 | |
| 0.0300 | 2.81 | |
| 0.6996 | 21.79 | |
| 0.1903 | 3.90 |
Estimation Period:
Dec 8, 2023 to Feb 6, 2026
Dec 8, 2023 to Feb 6, 2026
News Impact Curve
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