DELFINGEN GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.92% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1806 | 11.45 | |
| 0.0400 | 11.93 | |
| 0.9021 | 252.76 | |
| 0.0757 | 8.35 |
Estimation Period:
Feb 7, 1996 to Feb 6, 2026
Feb 7, 1996 to Feb 6, 2026
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