ATA Creativity Global GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:64.72% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 14.21 | |
| 0.3393 | 10.66 | |
| 0.5272 | 30.81 | |
| -0.0186 | -0.34 |
Estimation Period:
Jan 29, 2008 to Dec 5, 2025
Jan 29, 2008 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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