Advance Terrafund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:81.95% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 5.91 | |
| 0.0645 | 10.99 | |
| 0.9575 | 385.16 | |
| -0.0548 | -7.55 |
Estimation Period:
Nov 24, 2006 to Feb 13, 2026
Nov 24, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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