Investment Corp Bang GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.54% (+9.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 8.46 | |
| 0.1000 | 14.53 | |
| 0.9099 | 283.12 | |
| -0.0199 | -1.99 |
Estimation Period:
Aug 5, 2008 to Feb 5, 2026
Aug 5, 2008 to Feb 5, 2026
News Impact Curve
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