Vantiva Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:78.11% (-5.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5046 | 14.33 | |
| 0.1132 | 13.26 | |
| 0.8279 | 123.06 | |
| 0.1047 | 5.18 |
Estimation Period:
Jul 16, 2010 to Feb 6, 2026
Jul 16, 2010 to Feb 6, 2026
News Impact Curve
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