Pack Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.33% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0788 | 18.39 | |
| 0.1009 | 15.53 | |
| 0.8767 | 225.43 | |
| 0.0187 | 1.45 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
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