Original Engrg Consultants GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.63% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0357 | 11.47 | |
| 0.0673 | 17.12 | |
| 0.9422 | 409.11 | |
| -0.0190 | -2.75 |
Estimation Period:
Jul 30, 1996 to Feb 13, 2026
Jul 30, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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