Definity Financial Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.74% (+4.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1568 | 3.85 | |
| 0.0113 | 1.36 | |
| 0.8770 | 26.97 | |
| 0.0979 | 2.08 |
Estimation Period:
Nov 18, 2021 to Feb 6, 2026
Nov 18, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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