Actia Group GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.68% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8725 | 22.69 | |
| 0.0860 | 15.62 | |
| 0.7642 | 102.06 | |
| 0.0706 | 6.13 |
Estimation Period:
Jul 3, 2000 to Feb 6, 2026
Jul 3, 2000 to Feb 6, 2026
News Impact Curve
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