Salomon A. Angel GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:44.35% (-2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5093 | 14.51 | |
| 0.0782 | 11.73 | |
| 0.8319 | 100.60 | |
| 0.0142 | 1.25 |
Estimation Period:
Jun 5, 2010 to Feb 13, 2026
Jun 5, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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