Chayo Group Public GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.52% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4473 | 13.20 | |
| 0.0779 | 9.71 | |
| 0.8834 | 146.82 | |
| -0.0136 | -1.24 |
Estimation Period:
Mar 22, 2018 to Feb 13, 2026
Mar 22, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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