Alpha Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.87% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2557 | 18.64 | |
| 0.1821 | 15.65 | |
| 0.7635 | 115.93 | |
| 0.0161 | 0.88 |
Estimation Period:
Apr 12, 2004 to Feb 6, 2026
Apr 12, 2004 to Feb 6, 2026
News Impact Curve
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