Sempio Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:40.78% (-4.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5285 | 27.25 | |
| 0.2869 | 28.71 | |
| 0.7428 | 134.18 | |
| -0.1136 | -7.89 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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