Vala Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:60.03% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.50 | |
| 0.2355 | 6.58 | |
| 0.5586 | 21.56 | |
| 0.0847 | 1.16 |
Estimation Period:
Jul 13, 2018 to Feb 13, 2026
Jul 13, 2018 to Feb 13, 2026
News Impact Curve
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