Development Invt Constr GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.64% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7918 | 12.83 | |
| 0.1100 | 10.85 | |
| 0.8103 | 85.02 | |
| 0.0174 | 1.06 |
Estimation Period:
Aug 4, 2011 to Feb 6, 2026
Aug 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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