Banqup Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.67% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.03 | |
| 0.2510 | 9.43 | |
| 0.3214 | 7.64 | |
| -0.1004 | -2.68 |
Estimation Period:
Sep 24, 2020 to Feb 6, 2026
Sep 24, 2020 to Feb 6, 2026
News Impact Curve
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