Recrusul Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:118.85% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0285 | 13.14 | |
| 0.1089 | 11.76 | |
| 0.8807 | 157.27 | |
| -0.0433 | -2.95 |
Estimation Period:
Jul 10, 2006 to Feb 6, 2026
Jul 10, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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