Vivien Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.03% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1339 | 11.11 | |
| 0.1018 | 12.45 | |
| 0.8995 | 188.74 | |
| -0.0171 | -1.20 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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