C&R Research Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:26.49% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5510 | 5.42 | |
| 0.3779 | 7.19 | |
| 0.7036 | 30.86 | |
| -0.1629 | -2.47 |
Estimation Period:
Sep 23, 2020 to Feb 13, 2026
Sep 23, 2020 to Feb 13, 2026
News Impact Curve
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