Sempio Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:50.89% (-6.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5288 | 27.25 | |
| 0.2874 | 28.72 | |
| 0.7427 | 134.16 | |
| -0.1140 | -7.91 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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