Viscofan SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.89% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0943 | 12.49 | |
| 0.0430 | 16.84 | |
| 0.9044 | 286.40 | |
| 0.0546 | 9.64 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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