Scroll Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.01% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3702 | 16.60 | |
| 0.1281 | 21.04 | |
| 0.8065 | 136.86 | |
| 0.0216 | 2.16 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
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