Toba Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.48% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 12.73 | |
| 0.0758 | 18.86 | |
| 0.9192 | 359.35 | |
| 0.0100 | 1.46 |
Estimation Period:
Nov 15, 1995 to Feb 13, 2026
Nov 15, 1995 to Feb 13, 2026
News Impact Curve
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