Allgeier Se GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:53.07% (+3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 7.13 | |
| 0.0288 | 15.26 | |
| 0.9703 | 605.71 | |
| -0.0016 | -0.48 |
Estimation Period:
Jul 11, 2000 to Feb 6, 2026
Jul 11, 2000 to Feb 6, 2026
News Impact Curve
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