Yamashin-Filter Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.61% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6837 | 11.33 | |
| 0.3008 | 2.76 | |
| 0.0831 | 1.65 | |
| 0.2573 | 1.46 |
Estimation Period:
Oct 23, 2024 to Jan 30, 2026
Oct 23, 2024 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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