Avonmore Capital & Mgmt Serv GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.16% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4592 | 16.45 | |
| 0.0835 | 17.80 | |
| 0.8820 | 219.30 | |
| 0.0193 | 2.15 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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