Intellect Design Arena GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:63.78% (+5.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6370 | 16.51 | |
| 0.1517 | 13.42 | |
| 0.5302 | 23.77 | |
| 0.1406 | 4.55 |
Estimation Period:
Dec 18, 2014 to Feb 13, 2026
Dec 18, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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