STIC Investments Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:49.51% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4562 | 17.03 | |
| 0.0912 | 16.23 | |
| 0.8753 | 182.40 | |
| -0.0051 | -0.63 |
Estimation Period:
Nov 25, 1997 to Feb 13, 2026
Nov 25, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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