Marvelous Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.77% (-4.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2188 | 22.73 | |
| 0.1875 | 23.51 | |
| 0.8068 | 176.39 | |
| 0.0113 | 0.81 |
Estimation Period:
Dec 6, 2002 to Feb 10, 2026
Dec 6, 2002 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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