Alexander Stamps A GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:74.28% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 5.32 | |
| 0.0714 | 15.24 | |
| 0.9253 | 196.71 | |
| 0.0066 | 0.81 |
Estimation Period:
Nov 7, 2013 to Feb 6, 2026
Nov 7, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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