Investor.Bg GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:377.20% (-38.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5380 | 4.10 | |
| 0.0726 | 4.57 | |
| 0.8221 | 45.91 | |
| 0.0756 | 1.69 |
Estimation Period:
Nov 14, 2006 to Jan 1, 2026
Nov 14, 2006 to Jan 1, 2026
News Impact Curve
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