Writeup Co.,Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:64.26% (+9.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 15.95 | |
| 0.1899 | 10.03 | |
| 0.5491 | 26.88 | |
| -0.0181 | -0.59 |
Estimation Period:
Jun 22, 2018 to Feb 13, 2026
Jun 22, 2018 to Feb 13, 2026
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