Alkhabeer Capital - Diversif GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.39% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 5.53 | |
| 0.1251 | 4.83 | |
| 0.8836 | 94.22 | |
| -0.1251 | -4.76 |
Estimation Period:
Jul 17, 2024 to Feb 12, 2026
Jul 17, 2024 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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