Itafos Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.63% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8631 | 2.18 | |
| 0.0411 | 3.76 | |
| 0.8878 | 96.95 | |
| 0.1012 | 1.98 |
Estimation Period:
Dec 30, 2009 to Feb 6, 2026
Dec 30, 2009 to Feb 6, 2026
News Impact Curve
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