Authum Investment & Infrastr GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:49.88% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1555 | 12.29 | |
| 0.1680 | 11.54 | |
| 0.7872 | 59.55 | |
| -0.0424 | -2.27 |
Estimation Period:
Jun 11, 2015 to Feb 6, 2026
Jun 11, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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