Vector Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.34% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4763 | 9.26 | |
| 0.0747 | 12.14 | |
| 0.8800 | 101.01 | |
| 0.0205 | 2.50 |
Estimation Period:
Mar 27, 2012 to Feb 13, 2026
Mar 27, 2012 to Feb 13, 2026
News Impact Curve
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