Flow Traders GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.63% (+3.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1044 | 16.30 | |
| 0.2634 | 6.75 | |
| 0.3086 | 11.26 | |
| -0.1481 | -3.14 |
Estimation Period:
Jul 10, 2015 to Feb 6, 2026
Jul 10, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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