Passus S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:74.72% (+1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4663 | 7.05 | |
| 0.0797 | 10.15 | |
| 0.9214 | 122.53 | |
| -0.0424 | -3.61 |
Estimation Period:
Jul 30, 2018 to Feb 6, 2026
Jul 30, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities