Democracy International Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.07% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0758 | 11.14 | |
| 0.0156 | 2.29 | |
| 0.8041 | 70.92 | |
| 0.2074 | 7.46 |
Estimation Period:
Apr 2, 2021 to Feb 6, 2026
Apr 2, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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