Alpha Systems Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.66% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3152 | 17.16 | |
| 0.1368 | 21.58 | |
| 0.8194 | 175.24 | |
| 0.0087 | 0.81 |
Estimation Period:
May 11, 1999 to Feb 13, 2026
May 11, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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