Alan Allman Associate GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:105.29% (-13.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7093 | 7.34 | |
| 0.2255 | 7.47 | |
| 0.7731 | 43.67 | |
| 0.0029 | 0.07 |
Estimation Period:
Apr 8, 2021 to Feb 6, 2026
Apr 8, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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