Dekuple GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.42% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1546 | 12.71 | |
| 0.0353 | 12.44 | |
| 0.9073 | 233.53 | |
| 0.0731 | 8.10 |
Estimation Period:
May 12, 1998 to Feb 6, 2026
May 12, 1998 to Feb 6, 2026
News Impact Curve
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