Neo Technical System GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:102.27% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0667 | 13.96 | |
| 0.1077 | 20.19 | |
| 0.8921 | 229.52 | |
| -0.0059 | -0.64 |
Estimation Period:
Oct 1, 2007 to Feb 13, 2026
Oct 1, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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