Hfr Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:61.61% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4145 | 7.24 | |
| 0.0432 | 5.55 | |
| 0.9228 | 120.19 | |
| 0.0095 | 0.71 |
Estimation Period:
Nov 5, 2018 to Feb 13, 2026
Nov 5, 2018 to Feb 13, 2026
News Impact Curve
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