ONESANO SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.77% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4252 | 14.51 | |
| 0.1170 | 16.04 | |
| 0.7761 | 83.25 | |
| 0.0443 | 2.71 |
Estimation Period:
Mar 1, 2006 to Feb 6, 2026
Mar 1, 2006 to Feb 6, 2026
News Impact Curve
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