Okong GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.73% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4588 | 20.15 | |
| 0.3486 | 18.42 | |
| 0.7276 | 97.74 | |
| -0.1546 | -4.70 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
News Impact Curve
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