IDT Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.69% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3609 | 13.17 | |
| 0.1086 | 15.32 | |
| 0.8651 | 156.75 | |
| 0.0076 | 0.77 |
Estimation Period:
May 11, 2001 to Feb 20, 2026
May 11, 2001 to Feb 20, 2026
News Impact Curve
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