Parrot SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:68.58% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8022 | 17.87 | |
| 0.1137 | 11.93 | |
| 0.7896 | 101.67 | |
| 0.0858 | 4.33 |
Estimation Period:
Jun 27, 2006 to Feb 6, 2026
Jun 27, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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