Trakcja Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.72% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0620 | 7.82 | |
| 0.0274 | 10.66 | |
| 0.9397 | 299.63 | |
| 0.0658 | 11.12 |
Estimation Period:
Apr 2, 2008 to Feb 6, 2026
Apr 2, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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