System And Application Tech GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.05% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3965 | 19.99 | |
| 0.1092 | 12.49 | |
| 0.8532 | 175.66 | |
| -0.0017 | -0.10 |
Estimation Period:
Nov 30, 2006 to Feb 6, 2026
Nov 30, 2006 to Feb 6, 2026
News Impact Curve
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