Sostravel.Com S.P.A GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.88% (-3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1576 | 16.61 | |
| 0.2354 | 10.66 | |
| 0.5570 | 32.48 | |
| -0.0042 | -0.11 |
Estimation Period:
Aug 1, 2018 to Feb 6, 2026
Aug 1, 2018 to Feb 6, 2026
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