Fortune Information System GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.15% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1480 | 17.66 | |
| 0.1325 | 20.03 | |
| 0.8668 | 248.29 | |
| -0.0514 | -4.81 |
Estimation Period:
Sep 7, 2001 to Feb 6, 2026
Sep 7, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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