Toplivo-Sofia JSC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:293.04% (+239.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3181 | 5.55 | |
| 0.0732 | 6.66 | |
| 0.7932 | 27.15 | |
| -0.0364 | -2.32 |
Estimation Period:
Oct 31, 2006 to Jan 1, 2026
Oct 31, 2006 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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