Trigano SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.62% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1400 | 9.69 | |
| 0.0115 | 6.97 | |
| 0.9395 | 395.92 | |
| 0.0614 | 10.38 |
Estimation Period:
Mar 20, 1998 to Feb 6, 2026
Mar 20, 1998 to Feb 6, 2026
News Impact Curve
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