Dari Couspate GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 6th, 2026:41.25% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4398 | 16.46 | |
| 0.1789 | 12.88 | |
| 0.6945 | 57.89 | |
| -0.0401 | -1.92 |
Estimation Period:
Jul 11, 2005 to Nov 28, 2025
Jul 11, 2005 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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