Quantamatrix Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.24% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8715 | 8.28 | |
| 0.0818 | 6.05 | |
| 0.8848 | 78.11 | |
| -0.0359 | -1.32 |
Estimation Period:
Dec 9, 2020 to Feb 6, 2026
Dec 9, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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