Precia SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.80% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4310 | 8.44 | |
| 0.1425 | 8.12 | |
| 0.8105 | 52.77 | |
| -0.0715 | -2.62 |
Estimation Period:
Jul 12, 2021 to Feb 6, 2026
Jul 12, 2021 to Feb 6, 2026
News Impact Curve
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