Yankey Engineering GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.59% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6434 | 8.92 | |
| 0.2586 | 13.95 | |
| 0.6335 | 27.84 | |
| -0.0609 | -1.64 |
Estimation Period:
Aug 8, 2018 to Feb 6, 2026
Aug 8, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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