ADR120S Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.12% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1533 | 11.19 | |
| 0.0551 | 17.96 | |
| 0.9259 | 399.94 | |
| 0.0380 | 3.86 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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