Aura Investments GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:34.85% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0569 | 5.09 | |
| 0.0198 | 6.63 | |
| 0.9596 | 281.73 | |
| 0.0231 | 3.44 |
Estimation Period:
May 3, 2011 to Feb 13, 2026
May 3, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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