SIMPAC Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:31.40% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0528 | 18.06 | |
| 0.0663 | 26.07 | |
| 0.9283 | 522.71 | |
| 0.0108 | 2.53 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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