Advantage Risk Mgmt Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:59.85% (+18.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3668 | 14.85 | |
| 0.0954 | 16.77 | |
| 0.8917 | 201.03 | |
| -0.0223 | -2.56 |
Estimation Period:
Dec 14, 2006 to Feb 13, 2026
Dec 14, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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