Jde Peet'S Nv GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.86% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8837 | 14.74 | |
| 0.0089 | 2.01 | |
| 0.0917 | 2.56 | |
| 0.2816 | 3.63 |
Estimation Period:
Oct 5, 2020 to Feb 6, 2026
Oct 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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