Ligua Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.26% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6221 | 9.32 | |
| 0.1058 | 9.25 | |
| 0.8562 | 83.88 | |
| -0.0066 | -0.33 |
Estimation Period:
Mar 13, 2020 to Feb 13, 2026
Mar 13, 2020 to Feb 13, 2026
News Impact Curve
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