AdvancedAdvT Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.38% (-5.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2697 | 8.35 | |
| 0.0405 | 3.01 | |
| 0.2792 | 3.66 | |
| 0.1611 | 1.78 |
Estimation Period:
Mar 19, 2021 to Feb 6, 2026
Mar 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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