AUK Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.28% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2156 | 17.12 | |
| 0.0620 | 15.81 | |
| 0.9183 | 314.81 | |
| -0.0022 | -0.37 |
Estimation Period:
Oct 16, 1996 to Feb 6, 2026
Oct 16, 1996 to Feb 6, 2026
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