Spyrosoft Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.33% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7696 | 8.77 | |
| 0.1356 | 8.60 | |
| 0.8114 | 58.13 | |
| -0.0269 | -1.16 |
Estimation Period:
Mar 5, 2020 to Feb 6, 2026
Mar 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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