ABC arbitrage GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.58% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0072 | 7.66 | |
| 0.0261 | 9.23 | |
| 0.9660 | 533.97 | |
| 0.0127 | 2.69 |
Estimation Period:
Feb 2, 1999 to Feb 6, 2026
Feb 2, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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