Castellum Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:119.45% (+33.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8152 | 10.71 | |
| 0.2755 | 9.41 | |
| 0.6956 | 38.91 | |
| -0.1335 | -3.03 |
Estimation Period:
Oct 13, 2022 to Feb 6, 2026
Oct 13, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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