Green Monster Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.78% (-7.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9145 | 8.56 | |
| 0.3715 | 7.32 | |
| 0.7335 | 31.55 | |
| -0.2100 | -2.85 |
Estimation Period:
Mar 29, 2024 to Feb 13, 2026
Mar 29, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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