ALT5 Sigma Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:126.92% (-7.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9106 | 20.02 | |
| 0.2175 | 24.88 | |
| 0.7754 | 157.89 | |
| -0.0486 | -3.29 |
Estimation Period:
Nov 7, 1991 to Feb 13, 2026
Nov 7, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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