Rawlplug Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.96% (+11.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9018 | 14.21 | |
| 0.0746 | 10.80 | |
| 0.7333 | 65.53 | |
| 0.0849 | 4.72 |
Estimation Period:
Dec 2, 2004 to Feb 6, 2026
Dec 2, 2004 to Feb 6, 2026
News Impact Curve
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