Patentus Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.86% (-2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7176 | 13.64 | |
| 0.1279 | 9.30 | |
| 0.7418 | 47.29 | |
| -0.0550 | -3.09 |
Estimation Period:
Nov 9, 2009 to Feb 6, 2026
Nov 9, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities