Ekter Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.56% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0148 | 10.33 | |
| 0.0710 | 8.33 | |
| 0.8262 | 102.25 | |
| 0.0480 | 3.22 |
Estimation Period:
Apr 20, 2001 to Feb 6, 2026
Apr 20, 2001 to Feb 6, 2026
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