Solvac SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.21% (+2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1545 | 28.78 | |
| 0.0966 | 19.70 | |
| 0.8105 | 198.50 | |
| 0.0686 | 6.15 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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