ID Logistics Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.45% (+4.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1361 | 12.02 | |
| 0.0334 | 9.33 | |
| 0.8937 | 143.71 | |
| 0.0611 | 6.07 |
Estimation Period:
Apr 17, 2012 to Feb 6, 2026
Apr 17, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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