ETHERO GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:85.07% (-6.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3785 | 10.79 | |
| 0.3658 | 8.02 | |
| 0.6644 | 30.92 | |
| -0.0605 | -0.73 |
Estimation Period:
Feb 17, 2021 to Feb 6, 2026
Feb 17, 2021 to Feb 6, 2026
News Impact Curve
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