Holly Futures Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:32.68% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1288 | 14.33 | |
| 0.2881 | 13.61 | |
| 0.7062 | 45.59 | |
| -0.1848 | -6.81 |
Estimation Period:
Aug 5, 2022 to Feb 13, 2026
Aug 5, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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