Tesgas Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.72% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0572 | 7.46 | |
| 0.0310 | 11.15 | |
| 0.9508 | 407.88 | |
| 0.0244 | 3.42 |
Estimation Period:
Oct 13, 2009 to Feb 6, 2026
Oct 13, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities