Solocal Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.37% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9017 | 13.97 | |
| 0.1189 | 13.65 | |
| 0.8036 | 94.51 | |
| 0.0352 | 2.69 |
Estimation Period:
Jul 7, 2004 to Feb 6, 2026
Jul 7, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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