Ab Ignitis Grupe GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.16% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 8.23 | |
| 0.0863 | 7.42 | |
| 0.9023 | 118.28 | |
| -0.0308 | -2.53 |
Estimation Period:
Oct 7, 2020 to Feb 6, 2026
Oct 7, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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