KBC Ancora GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.40% (+1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0861 | 18.02 | |
| 0.0650 | 22.00 | |
| 0.8670 | 326.56 | |
| 0.1105 | 12.50 |
Estimation Period:
Apr 4, 2001 to Jan 30, 2026
Apr 4, 2001 to Jan 30, 2026
News Impact Curve
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