Novabase Sgps Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.41% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5362 | 18.70 | |
| 0.1755 | 11.29 | |
| 0.6256 | 55.64 | |
| 0.1170 | 4.14 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Novabase Sgps Sa Analyses
Other GJR-GARCH Analyses on International Equities