Puma Se GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:63.87% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0877 | 5.71 | |
| 0.0000 | 0.00 | |
| 0.9672 | 245.22 | |
| 0.0406 | 7.21 |
Estimation Period:
Oct 2, 2017 to Feb 6, 2026
Oct 2, 2017 to Feb 6, 2026
News Impact Curve
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