Eg Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:54.16% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2130 | 19.62 | |
| 0.2080 | 20.26 | |
| 0.7309 | 114.74 | |
| -0.0007 | -0.04 |
Estimation Period:
Jan 26, 2001 to Feb 13, 2026
Jan 26, 2001 to Feb 13, 2026
News Impact Curve
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