Alpha Group GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:64.78% (+15.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1816 | 10.24 | |
| 0.0835 | 14.29 | |
| 0.9270 | 356.95 | |
| -0.0576 | -7.54 |
Estimation Period:
Sep 10, 2009 to Feb 6, 2026
Sep 10, 2009 to Feb 6, 2026
News Impact Curve
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