Atende Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.92% (+1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3618 | 12.69 | |
| 0.0663 | 10.61 | |
| 0.8723 | 126.36 | |
| 0.0111 | 1.07 |
Estimation Period:
May 28, 2012 to Feb 13, 2026
May 28, 2012 to Feb 13, 2026
News Impact Curve
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