BlackWall Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:68.26% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1085 | 6.07 | |
| 0.0326 | 5.16 | |
| 0.9564 | 232.81 | |
| 0.0097 | 1.18 |
Estimation Period:
Oct 21, 2011 to Feb 6, 2026
Oct 21, 2011 to Feb 6, 2026
News Impact Curve
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