Cig Pannonia Life Insurance GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.42% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5035 | 16.51 | |
| 0.1464 | 11.77 | |
| 0.7501 | 70.30 | |
| 0.0239 | 1.05 |
Estimation Period:
Nov 9, 2010 to Feb 6, 2026
Nov 9, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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