Stef SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.15% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3593 | 26.70 | |
| 0.1326 | 19.00 | |
| 0.6915 | 88.34 | |
| 0.0792 | 4.63 |
Estimation Period:
Jun 29, 1998 to Feb 6, 2026
Jun 29, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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