Justplanning Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.14% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3406 | 15.00 | |
| 0.1391 | 20.81 | |
| 0.8427 | 193.10 | |
| -0.0068 | -0.60 |
Estimation Period:
Aug 1, 2001 to Feb 13, 2026
Aug 1, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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