Dewan Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.14% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9448 | 22.92 | |
| 0.1245 | 22.03 | |
| 0.8025 | 162.35 | |
| 0.0564 | 4.80 |
Estimation Period:
Jan 30, 1993 to Feb 6, 2026
Jan 30, 1993 to Feb 6, 2026
News Impact Curve
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