Development & Engineering Consultants GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:54.23% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5799 | 17.35 | |
| 0.1240 | 17.02 | |
| 0.8248 | 116.76 | |
| -0.0045 | -0.37 |
Estimation Period:
Feb 6, 1998 to Feb 5, 2026
Feb 6, 1998 to Feb 5, 2026
News Impact Curve
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