Sparinvest - Index Sektor IN GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.79% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0866 | 7.20 | |
| 0.0000 | 0.00 | |
| 0.8134 | 47.47 | |
| 0.2012 | 8.73 |
Estimation Period:
Jan 25, 2021 to Feb 13, 2026
Jan 25, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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