Weathernews Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.65% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0879 | 14.28 | |
| 0.0651 | 13.44 | |
| 0.9115 | 255.40 | |
| 0.0131 | 1.67 |
Estimation Period:
Jan 5, 2001 to Feb 13, 2026
Jan 5, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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