Analyst Investment Management Services GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:28.87% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 11.27 | |
| 0.0281 | 13.42 | |
| 0.9626 | 830.58 | |
| 0.0082 | 2.49 |
Estimation Period:
May 8, 1996 to Feb 13, 2026
May 8, 1996 to Feb 13, 2026
News Impact Curve
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