Ditas Dogan GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:80.69% (+12.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4160 | 24.64 | |
| 0.0989 | 17.73 | |
| 0.8814 | 252.04 | |
| -0.0149 | -1.79 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
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