Mabion Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.14% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2951 | 10.60 | |
| 0.0872 | 16.16 | |
| 0.8712 | 142.00 | |
| 0.0517 | 3.84 |
Estimation Period:
Aug 16, 2010 to Feb 6, 2026
Aug 16, 2010 to Feb 6, 2026
News Impact Curve
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