Erredue SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.11% (+2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8948 | 8.63 | |
| 0.1338 | 5.76 | |
| 0.7056 | 27.87 | |
| -0.0109 | -0.33 |
Estimation Period:
Dec 6, 2022 to Feb 13, 2026
Dec 6, 2022 to Feb 13, 2026
News Impact Curve
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