Exosens GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.02% (-3.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.96 | |
| 0.1842 | 4.77 | |
| 0.3353 | 4.29 | |
| -0.1842 | -3.98 |
Estimation Period:
Jun 7, 2024 to Feb 6, 2026
Jun 7, 2024 to Feb 6, 2026
News Impact Curve
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