Mensch & Maschine Software GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.19% (+7.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0786 | 6.71 | |
| 0.0310 | 6.01 | |
| 0.9386 | 199.48 | |
| 0.0298 | 2.54 |
Estimation Period:
Jan 29, 2018 to Feb 6, 2026
Jan 29, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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