Remedy GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.95% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 11.61 | |
| 0.2052 | 4.78 | |
| 0.1507 | 2.99 | |
| -0.0486 | -0.81 |
Estimation Period:
Aug 23, 2021 to Feb 13, 2026
Aug 23, 2021 to Feb 13, 2026
News Impact Curve
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