Aubex Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.67% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0521 | 15.28 | |
| 0.0638 | 19.28 | |
| 0.9316 | 447.25 | |
| 0.0091 | 1.46 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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