Novabase Sgps Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.70% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3185 | 10.49 | |
| 0.0842 | 9.16 | |
| 0.8216 | 66.85 | |
| 0.0213 | 1.42 |
Estimation Period:
Jul 28, 2000 to Feb 13, 2026
Jul 28, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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