Managem SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:60.50% (-8.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5642 | 24.76 | |
| 0.1790 | 20.02 | |
| 0.7120 | 94.85 | |
| 0.0207 | 1.42 |
Estimation Period:
Jul 11, 2000 to Feb 6, 2026
Jul 11, 2000 to Feb 6, 2026
News Impact Curve
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