Energy Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.70% (-2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1928 | 7.48 | |
| 0.1618 | 5.30 | |
| 0.7355 | 30.02 | |
| 0.0113 | 0.26 |
Estimation Period:
Aug 1, 2022 to Feb 6, 2026
Aug 1, 2022 to Feb 6, 2026
News Impact Curve
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