Id Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.12% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1114 | 18.90 | |
| 0.1150 | 21.36 | |
| 0.8808 | 253.38 | |
| -0.0127 | -1.53 |
Estimation Period:
Nov 26, 1998 to Feb 13, 2026
Nov 26, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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