Institution For A Global Soc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:107.18% (-16.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1294 | 8.77 | |
| 0.2098 | 9.99 | |
| 0.5834 | 21.47 | |
| 0.0749 | 1.24 |
Estimation Period:
Dec 29, 2021 to Feb 13, 2026
Dec 29, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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