Festi HF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.62% (+1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5048 | 7.43 | |
| 0.1366 | 8.00 | |
| 0.5891 | 13.82 | |
| 0.0867 | 2.98 |
Estimation Period:
Dec 19, 2013 to Feb 6, 2026
Dec 19, 2013 to Feb 6, 2026
News Impact Curve
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