Vrfabric SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.23% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2420 | 7.33 | |
| 0.0878 | 4.47 | |
| 0.8214 | 45.75 | |
| 0.0161 | 0.49 |
Estimation Period:
Jun 29, 2023 to Feb 6, 2026
Jun 29, 2023 to Feb 6, 2026
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