Roctool GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:140.96% (+10.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1054 | 6.21 | |
| 0.0381 | 11.93 | |
| 0.9496 | 321.47 | |
| 0.0143 | 2.27 |
Estimation Period:
Apr 14, 2008 to Feb 6, 2026
Apr 14, 2008 to Feb 6, 2026
News Impact Curve
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