Dynamic Services & Security GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.97% (-4.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1995 | 10.49 | |
| 0.1779 | 10.56 | |
| 0.7178 | 37.45 | |
| 0.0338 | 1.20 |
Estimation Period:
Oct 13, 2021 to Feb 13, 2026
Oct 13, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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