Vinci Compass Investments Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.39% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1010 | 9.16 | |
| 0.0659 | 8.70 | |
| 0.9001 | 177.43 | |
| 0.0348 | 2.19 |
Estimation Period:
Jan 28, 2021 to Feb 13, 2026
Jan 28, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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