Samco Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:48.74% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3990 | 15.04 | |
| 0.0912 | 14.86 | |
| 0.8739 | 153.71 | |
| -0.0016 | -0.13 |
Estimation Period:
Aug 16, 2001 to Feb 13, 2026
Aug 16, 2001 to Feb 13, 2026
News Impact Curve
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