Torpol Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.89% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5746 | 14.76 | |
| 0.0828 | 12.93 | |
| 0.7824 | 80.01 | |
| 0.1061 | 6.40 |
Estimation Period:
Sep 5, 2014 to Feb 6, 2026
Sep 5, 2014 to Feb 6, 2026
News Impact Curve
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