Delta Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.75% (-3.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6684 | 9.40 | |
| 0.8776 | 8.36 | |
| 0.0592 | 3.42 | |
| -0.1067 | -0.49 |
Estimation Period:
Feb 18, 2025 to Feb 13, 2026
Feb 18, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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