Alkhabeer Capital - Diversif GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:11.40% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1171 | 13.55 | |
| 0.2615 | 6.68 | |
| 0.7299 | 54.05 | |
| -0.1943 | -4.53 |
Estimation Period:
Jan 20, 2021 to Feb 12, 2026
Jan 20, 2021 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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