Environmental Business GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:71.39% (-10.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8329 | 10.54 | |
| 0.5216 | 9.19 | |
| 0.5980 | 27.57 | |
| -0.2392 | -2.98 |
Estimation Period:
May 28, 2021 to Feb 13, 2026
May 28, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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