YC Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:92.62% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 5.97 | |
| 0.0519 | 10.20 | |
| 0.9519 | 348.29 | |
| -0.0075 | -0.91 |
Estimation Period:
Dec 24, 2015 to Feb 6, 2026
Dec 24, 2015 to Feb 6, 2026
News Impact Curve
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