Altus Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:66.78% (-12.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5828 | 19.58 | |
| 0.1213 | 11.47 | |
| 0.6862 | 66.17 | |
| 0.2440 | 7.58 |
Estimation Period:
May 19, 2005 to Feb 13, 2026
May 19, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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