Bank Of Innovation GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:54.55% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5795 | 13.37 | |
| 0.1813 | 12.65 | |
| 0.7316 | 53.82 | |
| -0.0537 | -2.63 |
Estimation Period:
Jul 24, 2018 to Feb 13, 2026
Jul 24, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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