Create Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.83% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 12.33 | |
| 0.0953 | 9.47 | |
| 0.9162 | 204.56 | |
| -0.0309 | -2.50 |
Estimation Period:
Mar 3, 2006 to Feb 6, 2026
Mar 3, 2006 to Feb 6, 2026
News Impact Curve
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