Forjas Taurus Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.41% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3796 | 13.18 | |
| 0.0873 | 15.83 | |
| 0.9061 | 252.10 | |
| -0.0269 | -3.16 |
Estimation Period:
Dec 5, 2001 to Feb 6, 2026
Dec 5, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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