ZPC Otmuchow SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.87% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0296 | 13.11 | |
| 0.1816 | 10.16 | |
| 0.7095 | 44.65 | |
| -0.0452 | -1.95 |
Estimation Period:
Sep 29, 2010 to Feb 6, 2026
Sep 29, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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