Vivien Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:39.05% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1334 | 11.12 | |
| 0.1014 | 12.47 | |
| 0.8999 | 189.85 | |
| -0.0170 | -1.20 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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