Broadpeak SACA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.75% (-12.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5462 | 17.35 | |
| 0.3650 | 10.08 | |
| 0.4524 | 17.85 | |
| 0.3652 | 3.90 |
Estimation Period:
Jun 13, 2022 to Feb 6, 2026
Jun 13, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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