Vertex Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:90.68% (+61.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8523 | 12.87 | |
| 0.2283 | 5.75 | |
| 0.6034 | 29.98 | |
| -0.0066 | -0.12 |
Estimation Period:
Oct 1, 2018 to Feb 13, 2026
Oct 1, 2018 to Feb 13, 2026
News Impact Curve
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