Creditex SAA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:111.59% (-17.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0521 | 5.28 | |
| 0.2489 | 1.87 | |
| 0.7437 | 63.83 | |
| 0.0149 | 0.07 |
Estimation Period:
Jan 26, 1995 to May 30, 2025
Jan 26, 1995 to May 30, 2025
News Impact Curve
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