STS Global Income & Growth GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.21% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3139 | 17.40 | |
| 0.1771 | 6.97 | |
| 0.2158 | 8.39 | |
| 0.4932 | 5.56 |
Estimation Period:
Jul 18, 2024 to Feb 13, 2026
Jul 18, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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