Teract S A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:94.75% (+43.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2054 | 5.40 | |
| 0.2426 | 5.30 | |
| 0.6611 | 27.71 | |
| -0.1220 | -2.17 |
Estimation Period:
Dec 9, 2020 to Feb 6, 2026
Dec 9, 2020 to Feb 6, 2026
News Impact Curve
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