Dhsteel GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:44.41% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4526 | 14.08 | |
| 0.1571 | 16.54 | |
| 0.8432 | 224.37 | |
| -0.0396 | -2.11 |
Estimation Period:
Jan 26, 2001 to Feb 13, 2026
Jan 26, 2001 to Feb 13, 2026
News Impact Curve
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