Kitac Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.38% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1273 | 15.66 | |
| 0.2040 | 13.91 | |
| 0.7335 | 68.49 | |
| -0.0183 | -0.74 |
Estimation Period:
Dec 16, 1998 to Feb 13, 2026
Dec 16, 1998 to Feb 13, 2026
News Impact Curve
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