ATA Creativity Global GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:104.24% (-6.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 14.20 | |
| 0.3413 | 10.67 | |
| 0.5253 | 30.61 | |
| -0.0179 | -0.32 |
Estimation Period:
Jan 29, 2008 to Nov 7, 2025
Jan 29, 2008 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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