Ab Ignitis Grupe GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.30% (-6.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9479 | 23.53 | |
| 0.5287 | 8.91 | |
| 0.0481 | 1.74 | |
| -0.5287 | -8.38 |
Estimation Period:
Sep 28, 2022 to Feb 13, 2026
Sep 28, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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