ATA Creativity Global GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:67.79% (-10.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 14.17 | |
| 0.3364 | 10.64 | |
| 0.5287 | 30.88 | |
| -0.0170 | -0.31 |
Estimation Period:
Jan 29, 2008 to Dec 31, 2025
Jan 29, 2008 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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