Montea SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.70% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0704 | 18.86 | |
| 0.0860 | 14.77 | |
| 0.8693 | 230.22 | |
| 0.0320 | 2.92 |
Estimation Period:
Oct 23, 2006 to Feb 6, 2026
Oct 23, 2006 to Feb 6, 2026
News Impact Curve
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