Text S A GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.80% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3526 | 7.50 | |
| 0.1618 | 5.74 | |
| 0.5169 | 10.60 | |
| -0.1333 | -3.91 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
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