Hamak Strategy Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:111.99% (-5.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6507 | 5.71 | |
| 0.3003 | 6.16 | |
| 0.8104 | 50.92 | |
| -0.2941 | -5.83 |
Estimation Period:
Mar 1, 2022 to Feb 13, 2026
Mar 1, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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