Aiful Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.97% (+4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2112 | 7.89 | |
| 0.0822 | 16.07 | |
| 0.8976 | 166.88 | |
| 0.0203 | 1.79 |
Estimation Period:
Aug 6, 1997 to Feb 13, 2026
Aug 6, 1997 to Feb 13, 2026
News Impact Curve
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