Keyrus GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.38% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2290 | 18.07 | |
| 0.1005 | 17.84 | |
| 0.8634 | 230.25 | |
| 0.0618 | 4.76 |
Estimation Period:
Jul 19, 2000 to Feb 6, 2026
Jul 19, 2000 to Feb 6, 2026
News Impact Curve
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