Alumis Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:59.02% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.87 | |
| 0.2380 | 7.79 | |
| 0.5511 | 15.64 | |
| 0.4220 | 2.70 |
Estimation Period:
Jun 28, 2024 to Feb 6, 2026
Jun 28, 2024 to Feb 6, 2026
News Impact Curve
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