Algoquant Fintech Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.03% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2430 | 5.04 | |
| 0.1325 | 14.40 | |
| 0.8397 | 87.85 | |
| 0.0117 | 0.57 |
Estimation Period:
Oct 21, 2008 to Feb 13, 2026
Oct 21, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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