Dewan Farooque Spinning GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.47% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9406 | 8.55 | |
| 0.0729 | 8.58 | |
| 0.8916 | 101.97 | |
| 0.0000 | 0.00 |
Estimation Period:
May 2, 2012 to Feb 6, 2026
May 2, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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