MONAYONGPYONG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.91% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0566 | 9.07 | |
| 0.0651 | 11.81 | |
| 0.9399 | 269.15 | |
| -0.0165 | -1.87 |
Estimation Period:
May 27, 2016 to Feb 13, 2026
May 27, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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