Revo Insurance SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.43% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0031 | 4.45 | |
| 0.0664 | 11.37 | |
| 0.9514 | 368.34 | |
| -0.0355 | -3.57 |
Estimation Period:
May 26, 2021 to Feb 6, 2026
May 26, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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