Prof.Computer Tech GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.41% (-4.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3053 | 21.08 | |
| 0.1592 | 20.06 | |
| 0.7940 | 128.71 | |
| -0.0462 | -3.60 |
Estimation Period:
Oct 16, 2003 to Feb 6, 2026
Oct 16, 2003 to Feb 6, 2026
News Impact Curve
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