Lexibook Linguistic Electr GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.48% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3206 | 10.81 | |
| 0.0339 | 9.35 | |
| 0.9276 | 212.90 | |
| 0.0517 | 8.29 |
Estimation Period:
Dec 8, 1999 to Feb 6, 2026
Dec 8, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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