Camelot Electronic GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.50% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5505 | 7.48 | |
| 0.1148 | 7.03 | |
| 0.7418 | 33.90 | |
| 0.0362 | 0.87 |
Estimation Period:
Aug 26, 2022 to Feb 6, 2026
Aug 26, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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