Daishin Balance NO 17 SPL GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:11.61% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 4.83 | |
| 0.1635 | 7.37 | |
| 0.8086 | 37.13 | |
| -0.0853 | -2.84 |
Estimation Period:
Jan 24, 2024 to Feb 13, 2026
Jan 24, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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