Global New Material Intl GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.98% (+16.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0382 | 9.01 | |
| 0.3176 | 8.41 | |
| 0.7195 | 42.39 | |
| -0.2399 | -5.97 |
Estimation Period:
Jul 16, 2021 to Feb 6, 2026
Jul 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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