Creades Ab GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.20% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 8.86 | |
| 0.0664 | 12.07 | |
| 0.9383 | 475.30 | |
| -0.0149 | -1.78 |
Estimation Period:
Feb 22, 2012 to Feb 6, 2026
Feb 22, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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