VEOM Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:120.42% (-2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1767 | 4.91 | |
| 0.0411 | 5.01 | |
| 0.9474 | 253.60 | |
| 0.0229 | 1.15 |
Estimation Period:
Apr 21, 2014 to Feb 13, 2026
Apr 21, 2014 to Feb 13, 2026
News Impact Curve
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