Keystone Microtech GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:79.71% (-17.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7772 | 16.54 | |
| 0.1792 | 14.15 | |
| 0.6203 | 38.78 | |
| 0.0366 | 1.64 |
Estimation Period:
May 28, 2018 to Feb 6, 2026
May 28, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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