Longvie Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.93% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0690 | 10.28 | |
| 0.0268 | 10.19 | |
| 0.9636 | 406.94 | |
| 0.0082 | 2.11 |
Estimation Period:
Dec 4, 1995 to Feb 6, 2026
Dec 4, 1995 to Feb 6, 2026
News Impact Curve
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