Ml System Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.11% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1913 | 3.87 | |
| 0.0066 | 1.74 | |
| 0.9542 | 117.69 | |
| 0.0465 | 6.11 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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