Tubacex SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.60% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2108 | 22.44 | |
| 0.0665 | 23.53 | |
| 0.8707 | 273.98 | |
| 0.0644 | 7.42 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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