V-Lab: Adocia GJR-GARCH Volatility Analysis

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V-Lab

Adocia GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:72.51% (+9.11%)

Analysis last updated: Thursday, February 12, 2026 at 08:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8528	10.20
$α$	0.2434	9.44
$β$	0.6967	36.01
$γ$	-0.0045	-0.14

Estimation Period:
Feb 17, 2012 to Feb 6, 2026

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Volatility Forecasts

Volatility Forecasts