Dividend 15 Split Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.82% (-4.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0943 | 16.90 | |
| 0.1875 | 17.50 | |
| 0.7215 | 146.71 | |
| 0.1508 | 7.82 |
Estimation Period:
Mar 16, 2004 to Feb 6, 2026
Mar 16, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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