Delta Group Nyrt GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.87% (+1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2989 | 8.86 | |
| 0.0625 | 9.05 | |
| 0.9092 | 146.55 | |
| 0.0565 | 3.24 |
Estimation Period:
Jan 22, 2015 to Feb 13, 2026
Jan 22, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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