Polaris Group GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.87% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5967 | 9.47 | |
| 0.1122 | 8.97 | |
| 0.8593 | 77.74 | |
| -0.0301 | -1.84 |
Estimation Period:
Feb 15, 2016 to Feb 6, 2026
Feb 15, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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