Delong Composite Energy Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.25% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3548 | 21.55 | |
| 0.1163 | 20.14 | |
| 0.8611 | 238.41 | |
| -0.0264 | -2.92 |
Estimation Period:
Mar 12, 1996 to Feb 6, 2026
Mar 12, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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