Petropoulos Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.54% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1130 | 10.75 | |
| 0.1050 | 18.96 | |
| 0.8515 | 222.67 | |
| 0.0410 | 4.10 |
Estimation Period:
Sep 7, 2001 to Feb 6, 2026
Sep 7, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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