Hawkins Cooker GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.51% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 8.18 | |
| 0.0160 | 10.55 | |
| 0.9814 | 1,046.23 | |
| 0.0016 | 0.51 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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