Pekabex Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.90% (+5.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7529 | 10.62 | |
| 0.0507 | 7.80 | |
| 0.7852 | 52.50 | |
| 0.0466 | 2.87 |
Estimation Period:
Jul 8, 2015 to Feb 6, 2026
Jul 8, 2015 to Feb 6, 2026
News Impact Curve
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