Indl & Infrastructure Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.30% (+3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 15.02 | |
| 0.0879 | 16.66 | |
| 0.8838 | 240.48 | |
| 0.0404 | 3.60 |
Estimation Period:
Oct 30, 2007 to Feb 13, 2026
Oct 30, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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