Passat Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.69% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0908 | 10.69 | |
| 0.2452 | 5.12 | |
| 0.4533 | 13.88 | |
| -0.1617 | -2.53 |
Estimation Period:
Mar 10, 2021 to Feb 13, 2026
Mar 10, 2021 to Feb 13, 2026
News Impact Curve
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