Iid Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.01% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1063 | 8.73 | |
| 0.1116 | 13.09 | |
| 0.8887 | 173.94 | |
| -0.0035 | -0.29 |
Estimation Period:
Mar 24, 2015 to Feb 10, 2026
Mar 24, 2015 to Feb 10, 2026
News Impact Curve
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