Hoang Quan Consulting - Trad GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.66% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2280 | 17.42 | |
| 0.1219 | 15.77 | |
| 0.8499 | 222.71 | |
| 0.0013 | 0.09 |
Estimation Period:
Oct 20, 2010 to Feb 6, 2026
Oct 20, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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