International Combustion GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:79.51% (+34.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4150 | 19.20 | |
| 0.1608 | 11.72 | |
| 0.6228 | 37.33 | |
| -0.0477 | -2.55 |
Estimation Period:
Dec 1, 2009 to Feb 6, 2026
Dec 1, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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