Pcc Exol Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.11% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 10.27 | |
| 0.0414 | 11.18 | |
| 0.9526 | 412.04 | |
| -0.0046 | -0.67 |
Estimation Period:
Sep 21, 2012 to Feb 6, 2026
Sep 21, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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