Gmo Pepabo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.59% (+4.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1423 | 18.39 | |
| 0.2018 | 24.38 | |
| 0.8333 | 169.41 | |
| -0.0704 | -6.27 |
Estimation Period:
Dec 23, 2008 to Feb 13, 2026
Dec 23, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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