KBC Ancora GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.07% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0867 | 18.10 | |
| 0.0653 | 22.09 | |
| 0.8666 | 326.02 | |
| 0.1109 | 12.52 |
Estimation Period:
Apr 4, 2001 to Feb 6, 2026
Apr 4, 2001 to Feb 6, 2026
News Impact Curve
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