Klarsen GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:81.29% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.08 | |
| 0.3353 | 6.14 | |
| 0.6342 | 37.39 | |
| -0.1804 | -2.88 |
Estimation Period:
Jun 2, 2020 to Feb 6, 2026
Jun 2, 2020 to Feb 6, 2026
News Impact Curve
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