Catana Group GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.09% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1161 | 9.73 | |
| 0.0766 | 9.24 | |
| 0.9210 | 205.67 | |
| 0.0048 | 0.42 |
Estimation Period:
May 17, 2005 to Feb 6, 2026
May 17, 2005 to Feb 6, 2026
News Impact Curve
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