Conart Engineers GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.56% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6797 | 21.14 | |
| 0.1613 | 17.78 | |
| 0.7571 | 96.11 | |
| -0.0581 | -4.21 |
Estimation Period:
Nov 5, 2008 to Feb 6, 2026
Nov 5, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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