Capital B GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:87.32% (-5.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6690 | 5.51 | |
| 0.1019 | 12.56 | |
| 0.8700 | 137.21 | |
| 0.0269 | 1.78 |
Estimation Period:
Jul 4, 2011 to Feb 6, 2026
Jul 4, 2011 to Feb 6, 2026
News Impact Curve
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