Vercom S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:50.40% (-5.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6323 | 10.15 | |
| 0.1073 | 7.14 | |
| 0.7478 | 38.40 | |
| 0.0255 | 0.91 |
Estimation Period:
May 6, 2021 to Feb 6, 2026
May 6, 2021 to Feb 6, 2026
News Impact Curve
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