Horizon Construction Develop GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.15% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8111 | 9.73 | |
| 0.2143 | 6.59 | |
| 0.6402 | 26.71 | |
| 0.2557 | 1.70 |
Estimation Period:
May 26, 2023 to Feb 6, 2026
May 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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