Gentian Diagnostic As GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:56.03% (+11.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8946 | 16.23 | |
| 0.2845 | 7.48 | |
| 0.2194 | 6.02 | |
| 0.0110 | 0.20 |
Estimation Period:
May 13, 2021 to Feb 6, 2026
May 13, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Gentian Diagnostic As Analyses
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