Dhruv Consultancy GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:92.60% (+18.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2306 | 8.53 | |
| 0.0759 | 11.96 | |
| 0.9165 | 189.94 | |
| -0.0077 | -0.80 |
Estimation Period:
May 14, 2018 to Feb 13, 2026
May 14, 2018 to Feb 13, 2026
News Impact Curve
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