Metavisio GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:128.32% (-4.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.48 | |
| 0.0622 | 3.77 | |
| 0.8314 | 49.48 | |
| 0.0398 | 1.25 |
Estimation Period:
Dec 6, 2021 to Feb 13, 2026
Dec 6, 2021 to Feb 13, 2026
News Impact Curve
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