Vantiva SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:51.32% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1300 | 12.85 | |
| 0.0203 | 6.95 | |
| 0.9448 | 266.44 | |
| 0.0512 | 11.60 |
Estimation Period:
Nov 2, 1999 to Feb 6, 2026
Nov 2, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities