Port Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.02% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8653 | 12.36 | |
| 0.0700 | 6.00 | |
| 0.8532 | 71.74 | |
| 0.0484 | 2.54 |
Estimation Period:
Dec 25, 2018 to Feb 13, 2026
Dec 25, 2018 to Feb 13, 2026
News Impact Curve
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