HS Ad GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.90% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0576 | 15.00 | |
| 0.0928 | 19.35 | |
| 0.8982 | 314.93 | |
| 0.0003 | 0.03 |
Estimation Period:
Aug 11, 1999 to Feb 20, 2026
Aug 11, 1999 to Feb 20, 2026
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