Newag Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.57% (-5.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6827 | 17.30 | |
| 0.1485 | 13.51 | |
| 0.6339 | 49.43 | |
| 0.1198 | 3.61 |
Estimation Period:
Dec 5, 2013 to Feb 6, 2026
Dec 5, 2013 to Feb 6, 2026
News Impact Curve
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