Brompton Energy Split Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:47.52% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0861 | 5.52 | |
| 0.0456 | 6.29 | |
| 0.9364 | 214.91 | |
| 0.0361 | 2.58 |
Estimation Period:
Feb 24, 2015 to Feb 13, 2026
Feb 24, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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