Donnelley Financial Solutions, Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.79% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5039 | 10.10 | |
| 0.1138 | 6.98 | |
| 0.7317 | 40.73 | |
| -0.0304 | -1.38 |
Estimation Period:
Sep 26, 2016 to Feb 6, 2026
Sep 26, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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