Valmore Holding GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.63% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2698 | 20.22 | |
| 0.1530 | 17.90 | |
| 0.7725 | 132.55 | |
| 0.0093 | 0.64 |
Estimation Period:
Jul 2, 2002 to Feb 5, 2026
Jul 2, 2002 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Valmore Holding Analyses
Other GJR-GARCH Analyses on International Equities