Chernomorski Hldg GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:150.14% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0705 | 5.78 | |
| 0.0173 | 4.10 | |
| 0.9826 | 902.26 | |
| -0.0114 | -1.94 |
Estimation Period:
Nov 20, 2006 to Jan 1, 2026
Nov 20, 2006 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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