Expert AI S P A GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:63.42% (+15.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4260 | 10.15 | |
| 0.3432 | 9.72 | |
| 0.4530 | 14.06 | |
| -0.1526 | -3.65 |
Estimation Period:
Sep 27, 2019 to Feb 13, 2026
Sep 27, 2019 to Feb 13, 2026
News Impact Curve
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