Doumob GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:78.41% (-5.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 16.06 | |
| 0.3386 | 9.36 | |
| 0.6335 | 39.26 | |
| -0.1088 | -1.54 |
Estimation Period:
Mar 14, 2019 to Feb 6, 2026
Mar 14, 2019 to Feb 6, 2026
News Impact Curve
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