AMREP Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:49.72% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2070 | 19.39 | |
| 0.1032 | 19.87 | |
| 0.8761 | 254.97 | |
| 0.0279 | 3.08 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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