Emu NL GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:115.24% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7572 | 5.78 | |
| 0.0572 | 6.54 | |
| 0.8854 | 68.51 | |
| 0.0146 | 1.04 |
Estimation Period:
Feb 27, 2008 to Feb 6, 2026
Feb 27, 2008 to Feb 6, 2026
News Impact Curve
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