Dekuple GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.50% (+29.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8725 | 13.39 | |
| 0.2933 | 6.85 | |
| 0.2963 | 9.68 | |
| 0.2036 | 2.67 |
Estimation Period:
Sep 6, 2022 to Feb 6, 2026
Sep 6, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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