Netgem Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.50% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0834 | 10.62 | |
| 0.0395 | 13.20 | |
| 0.9416 | 412.61 | |
| 0.0303 | 5.20 |
Estimation Period:
Apr 18, 2000 to Feb 13, 2026
Apr 18, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities