Spsoft Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:54.85% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0852 | 3.69 | |
| 0.0591 | 7.67 | |
| 0.9361 | 126.49 | |
| 0.0096 | 0.28 |
Estimation Period:
Aug 26, 2022 to Feb 13, 2026
Aug 26, 2022 to Feb 13, 2026
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