Dynamic Portfolio Management GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.11% (+4.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1950 | 19.04 | |
| 0.1535 | 18.27 | |
| 0.8016 | 135.89 | |
| 0.0032 | 0.22 |
Estimation Period:
Mar 16, 2012 to Feb 6, 2026
Mar 16, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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