IDT Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.24% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3631 | 13.18 | |
| 0.1088 | 15.32 | |
| 0.8648 | 156.22 | |
| 0.0077 | 0.78 |
Estimation Period:
May 11, 2001 to Feb 6, 2026
May 11, 2001 to Feb 6, 2026
News Impact Curve
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