Shofu Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.37% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1635 | 19.51 | |
| 0.1346 | 11.95 | |
| 0.8386 | 165.57 | |
| -0.0013 | -0.07 |
Estimation Period:
Feb 21, 1997 to Feb 13, 2026
Feb 21, 1997 to Feb 13, 2026
News Impact Curve
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